Ying Jiao (PMA)

Identifiers

• name variant Ying Jiao (PMA) 0.60 · backfill

Papers (6)

1. Information Asymmetry in Pricing of Credit Derivatives q-fin.PR · 2010 · author #2
2. Multiple defaults and contagion risks q-fin.PM · 2009 · author #1
3. What happens after a default: the conditional density approach math.PR · 2009 · author #4
4. Zero bias transformation and asymptotic expansions II : the Poisson case math.PR · 2009 · author #1
5. Zero bias transformation and asymptotic expansions math.PR · 2009 · author #1
6. Optimal investment with counterparty risk: a default-density modeling approach math.PR · 2009 · author #1

Mentions

• 1002.3256 #2 · backfill · confidence 0.70 Ying Jiao (PMA)
• 0912.3132 #1 · backfill · confidence 0.70 Ying Jiao (PMA)
• 0905.0559 #4 · backfill · confidence 0.70 Ying Jiao (PMA)
• 0904.4115 #1 · backfill · confidence 0.70 Ying Jiao (PMA)
• 0903.0910 #1 · backfill · confidence 0.70 Ying Jiao (PMA)
• 0903.0909 #1 · backfill · confidence 0.70 Ying Jiao (PMA)

Frequent Coauthors

• Caroline Hillairet (CMAP) 1 shared papers
• CMAP) 1 shared papers
• Huyen Pham (PMA) 1 shared papers
• Monique Jeanblanc (DP) 1 shared papers
• Nicole El Karoui (PMA 1 shared papers