S. Song

Finance · with Jeanblanc · 2012

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Song trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ying Jiao

Papers from S. Song's perspective

Ordered by how strongly the researchers S. Song trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal investment under multiple defaults risk: a BSDE-decomposition approach
  2. Pricing Via Utility Maximization and Entropy
  3. Backward stochastic differential equations and partial differential equations with quadratic growth
  4. Counterparty Risk on a CDS in a Markov Chain Copula Model with Joint Defaults
  5. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation
  6. Credit Risk: Modeling, Valuation And Hedging
  7. On Models of Default Risk
  8. Progressive Enlargement of Filtrations with Initial Times
  9. Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
  10. Stochastic Optimal Control

Their papers