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Browsing by Author Huang, Jing-zhi

Showing results 1 to 18 of 18
Issue DateTitleAuthor(s)
4-Oct-1996An Analytic Approach to the Valuation of American Path Dependent OptionsGao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti G.
31-Jul-2000Costly Financing, Optimal Payout Policies and the Valuation of Corporate DebtAcharya, Viral; Huang, Jing-zhi; Subrahmanyam, Marti; Sundaram, Rangarajan
31-Jul-2000Costly Financing, Optimal Payout Policies and the Valuation of Corporate DebtAcharya, Viral; Huang, Jing-zhi; Subrahmanyam, Marti; Sundaram, Rangarajan
8-Mar-2003An Economeic Model of Credit Spreads with Rebalancing, ARCH and Jump EffectsBierens, Herman; Huang, Jing-zhi; Kong, Weipeng
8-Apr-2003An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump EffectsBierens, Herman; Huang, Jing-zhi; Kong, Weipeng
Jun-2003Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond IndicesHuang, Jing-zhi; Kong, Weipeng
Mar-2003Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond IndicesHuang, Jing-zhi; Kong, Weipeng
Jun-2003Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond IndicesHuang, Jing-zhi; Kong, Weipeng
Oct-2002How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?Huang, Jing-zhi; Huang, Ming
Oct-2002How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?Huang, Jing-zhi; Huang, Ming
17-Feb-2003A Model of Optimal Capital Structure with Stochastic Interest RatesHuang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui
17-Feb-2003A Model of Optimal Capital Sucture with Stochastic Interest RatesHuang, Jing-zhi; Ju, Nengjiu; Ou-Yang, Hui
20-Jun-1995Pricing and Hedging American Options: A Recursive Integration MethodHuang, Jing-zhi; Subrahmanyam, Marti G.; Yu, George G.
13-May-2003Specification Analysis of Option Pricing Models Based on Time-Changed Levy ProcessesHuang, Jing-zhi; Wu, Liuren
13-May-2003Specification Analysis of Option Pricing Models Based on Time-Changed Levy ProcessesHuang, Jing-zhi; Wu, Liuren
21-Sep-1998The Valuation of American Barrier Options Using the Decomposition TechniqueSubrahmanyam, Marti G.; Gao, Bin; Huang, Jing-zhi
25-Oct-1999The Valuation of American Barrier Options Using the Decomposition TechniqueGao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti
2-May-2002When Does Strategic Debt Service Matter?Acharya, Viral V.; Huang, Jing-zhi; Subrahmanyam, Marti G.; Sundaram, Rangarajan K.
Showing results 1 to 18 of 18