ThePricingof Total2020The Pricing of Total Return Swap Under Default Contagion Models with Jump-Diffusion Interest Rate RiskAnjiao WangDOI
TotalReturnSwap2014Total Return Swap Valuation with Counterparty Risk and Interest Rate RiskAnjiao Wang, Zhong-Xing YeDOI
Thepricingofcredit2013The pricing of credit risky securities under stochastic interest rate model with default correlationAnjiao Wang, Zhongxing YeApplications of MathematicsDOI
CreditRiskySecurities2011Credit Risky Securities Valuation under a Contagion Model with Interacting IntensitiesAnjiao Wang, Zhong-Xing YeJournal of Applied MathematicsDOI