Hou-Sheng Chen

According to our database, Hou-Sheng Chen authored at least 2 papers in 2006.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2006

On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions.

Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang

Int. J. Inf. Technol. Decis. Mak., 2006

On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas.

Ping Li, Hou-Sheng Chen, Guangdong Huang, Xiaojun Shi

Proceedings of the Internet and Network Economics, Second International Workshop, 2006