Access Statistics for Li Chen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Characterization of Quadratic Term Structure Models 2 4 10 209 3 9 42 499
A Simple Model for Credit Migration and Spread Curves 7 22 88 690 16 48 188 1,251
Consistency Problems For Jump-Diffusion Models 1 4 13 321 3 11 40 789
Credit Derivatives in an Affine Framework 2 5 20 263 3 7 31 432
Credit Risk Modeling and the Term Structure of Credit Spreads 15 39 136 1,241 30 87 318 2,708
Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach 5 18 69 702 33 98 352 2,297
Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates 7 17 69 379 17 45 166 826
Modeling Credit Risk by Affine Processes 1 5 25 361 2 8 44 604
Parametric Estimation of Quadratic Term Structure Models of Interest Rate 1 8 24 369 3 9 40 451
Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk 10 25 74 1,259 16 46 151 2,706
Projecting the Forward Rate Flow on a Finite Dimensional Manifold 0 0 3 130 1 4 16 315
Total Working Papers 51 147 531 5,924 127 372 1,388 12,878


Statistics updated 2009-07-03