Xiao-Jun Shi

According to our database, Xiao-Jun Shi authored at least 4 papers between 2006 and 2010.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2010

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model.

Ping Li, Peng Shi, Guangdong Huang, Xiao-Jun Shi

J. Syst. Sci. Complex., 2010

2007

Trade Credit Term Determination Under Supply Chain Coordination: A Principal-Agent Model.

Xiao-Jun Shi, Zhen-Xia Zhang, Fang-Fei Zhu

Proceedings of the Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues, 2007

Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling.

Xiao-Jun Shi

Proceedings of the Combinatorics, 2007

2006

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

Ping Li, Hou-Sheng Chen, Guangdong Huang, Xiao-Jun Shi

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