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 0 2 10 213 1 5 33 508
A Simple Model for Credit Migration and Spread Curves 8 23 83 726 22 55 199 1,334
Consistency Problems For Jump-Diffusion Models 1 3 17 327 1 7 44 804
Credit Derivatives in an Affine Framework 0 1 14 265 1 7 25 441
Credit Risk Modeling and the Term Structure of Credit Spreads 8 35 133 1,295 27 88 333 2,850
Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach 9 17 77 735 32 85 329 2,419
Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates 4 12 65 397 14 31 147 871
Modeling Credit Risk by Affine Processes 3 5 19 369 5 10 35 617
Parametric Estimation of Quadratic Term Structure Models of Interest Rate 0 4 20 374 1 10 31 462
Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk 8 14 64 1,277 13 23 126 2,743
Projecting the Forward Rate Flow on a Finite Dimensional Manifold 0 1 2 131 0 1 14 319
Total Working Papers 41 117 504 6,109 117 322 1,316 13,368


Statistics updated 2009-12-07