Xue Liang

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xue Liang trusts overall

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

  1. John C. Hull
  2. Alan G. White
  3. Guojing Wang
  4. Kay Giesecke
  5. Fan Yu
  6. Alexander J. McNeil
  7. Robert J. R. Elliott
  8. Filip Lindskog
  9. Kam Chuen Yuen
  10. Ping Chen

Papers from Xue Liang's perspective

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

  1. Option pricing and Esscher transform under regime switching
  2. Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (ASTIN Bulletin: The Journal of the International Actuarial Association)
  3. Markowitz’s mean-variance asset-liability management with regime switching: A continuous-time model
  4. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  5. Quantitative Risk Management: Concepts, Techniques, and Tools
  6. CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
  7. A Simple Exponential Model for Dependent Defaults
  8. On a correlated aggregate claims model with thinning-dependence structure
  9. The Pricing of Options and Corporate Liabilities
  10. Analyzing rating transitions and rating drift with continuous observations

Their papers