On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas. - Ping Li 037; Hou-Sheng Chen; Guangdong Huang; Xiaojun Shi (WINE, 2006)

On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions. - Ping Li 037; Hou-Sheng Chen; Xiaotie Deng; Shunming Zhang (Int. J. Inf. Technol. Decis. Mak., 2006)