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2013
Wu, JiangLun and Yang, Wei (2013) Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. Mathematical and Computer Modelling, 57 (3-4). pp. 570-583. ISSN 0895-7177
Ferreira, V.G. and Kaibara, M.K. and Lima, G.A.B. and Silva, J.M. and Sabatini, M.H. and Mancera, P.F.A. and McKee, Sean (2013) Application of a bounded upwinding scheme to complex fluid dynamics problems. Mathematical and Computer Modelling, 57 (3-4). pp. 435-459. ISSN 0895-7177
2010
Wu, JiangLun and Yang, Wei (2010) Pricing CDO tranches in an intensity based model with the mean reversion approach. Mathematical and Computer Modelling, 52 (5-6). pp. 814-825. ISSN 0895-7177