Credit Risk Propagation in Structural-Form Models. - Cheng-Der Fuh; Chu-Lan Michael Kao (SIAM J. Financial Math., 2021)

Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models. - Cheng-Der Fuh; Chu-Lan Michael Kao; Tianxiao Pang (IEEE Trans. Inf. Theory, 2024)