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 0 1 235 0 0 1 588
A Simple Model for Credit Migration and Spread Curves 0 0 0 866 0 0 0 1,701
Consistency Problems For Jump-Diffusion Models 0 0 0 347 0 0 0 895
Credit Derivatives in an Affine Framework 0 0 0 277 0 0 0 526
Credit Risk Modeling and the Term Structure of Credit Spreads 0 0 0 1,508 0 1 2 3,630
Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach 0 0 0 824 0 0 2 2,870
Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates 0 0 0 464 0 1 2 1,065
Modeling Credit Risk by Affine Processes 0 0 1 405 0 0 2 714
Parametric Estimation of Quadratic Term Structure Models of Interest Rate 0 0 0 415 0 0 0 580
Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk 1 1 2 1,345 1 1 3 2,926
Projecting the Forward Rate Flow on a Finite Dimensional Manifold 0 0 0 140 0 0 0 385
Total Working Papers 1 1 4 6,826 1 3 12 15,880


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Well Does Agency Theory Explain Executive Compensation? 0 1 4 16 3 5 21 127
Total Journal Articles 0 1 4 16 3 5 21 127


Statistics updated 2024-06-06