Browse by People

Up a level
Export as [feed] RSS [feed] RSS 2.0 Short Author List
Number of items: 2.


Jarrow, Robert, Li, Haitao, Ye, X ORCID: 0000-0002-5024-6186 and Hu, May (2019) Exploring Mispricing in the Term Structure of CDS Spreads. Review of Finance, 23 (1). pp. 161-198.


Li, Haitao, Ye, Xiaoxia ORCID: 0000-0002-5024-6186 and Yu, Fan (2020) Unifying Gaussian Dynamic Term Structure Models from a Heath-Jarrow-Morton Perspective. European Journal of Operational Research, 286 (3). pp. 1153-1167.

This list was generated on Sat Apr 29 05:12:43 2023 BST.