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Yueh, Meng-Lan's
Scholarly Papers
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Total Downloads
758 |
Total
Citations
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1.
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Yueh, Meng-Lan National Chengchi University Webber, Nick University of Warwick - Warwick Business School
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rating-based credit risk models, model implementation, three-dimensional lattice
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Chen, Te-Feng New York University (NYU) Chung, San-Lin National Taiwan University - Department of Finance Yueh, Meng-Lan National Chengchi University
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27 Aug 11
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Last Revised:
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21 Sep 11
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cross-section option returns, coskewness risk
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