Issue Date | Title | Author(s) |
4-Oct-1996 | An Analytic Approach to the Valuation of American Path Dependent Options | Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti G. |
31-Jul-2000 | Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt | Acharya, Viral; Huang, Jing-zhi; Subrahmanyam, Marti; Sundaram, Rangarajan |
31-Jul-2000 | Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt | Acharya, Viral; Huang, Jing-zhi; Subrahmanyam, Marti; Sundaram, Rangarajan |
8-Mar-2003 | An Economeic Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
8-Apr-2003 | An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects | Bierens, Herman; Huang, Jing-zhi; Kong, Weipeng |
Jun-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
Mar-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
Jun-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
Oct-2002 | How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? | Huang, Jing-zhi; Huang, Ming |
Oct-2002 | How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? | Huang, Jing-zhi; Huang, Ming |
17-Feb-2003 | A Model of Optimal Capital Structure with Stochastic Interest Rates | Huang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui |
17-Feb-2003 | A Model of Optimal Capital Sucture with Stochastic Interest Rates | Huang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui |
20-Jun-1995 | Pricing and Hedging American Options: A Recursive Integration Method | Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, George G. |
13-May-2003 | Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes | Huang, Jing-zhi; Wu, Liuren |
13-May-2003 | Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes | Huang, Jing-zhi; Wu, Liuren |
21-Sep-1998 | The Valuation of American Barrier Options Using the Decomposition Technique | Subrahmanyam, Marti G.; Gao, Bin; Huang, Jing-zhi |
25-Oct-1999 | The Valuation of American Barrier Options Using the Decomposition Technique | Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti |
2-May-2002 | When Does Strategic Debt Service Matter? | Acharya, Viral V.; Huang, Jing-zhi; Subrahmanyam, Marti G.; Sundaram, Rangarajan K. |