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Publications by Chi Pang Li
Estimating Jump Diffusion Structural Credit Risk Models
SSRN Electronic Journal
Related publications
Structural Credit Risk Models With Subordinated Processes
Journal of Applied Mathematics
Applied Mathematics
Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics*
Review of Finance
Accounting
Economics
Econometrics
Finance
Perpetual Barrier Options in Jump-Diffusion Models
Stochastics
Modeling
Statistics
Probability
Simulation
Structural Estimation of Jump-Diffusion Processes in Macroeconomics
SSRN Electronic Journal
Estimating Structural Bond Pricing Models
SSRN Electronic Journal
A Calibration Method for Structural Models of Credit Risk With Reporting Bias
Jump-Diffusion Asset–liability Management via Risk-Sensitive Control
Operations-Research-Spektrum
Management Science
Operations Research
Stochastic Target Problems With Controlled Loss in Jump Diffusion Models
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models
Proceedings of the American Control Conference
Electronic Engineering
Electrical
