Nan Chen

CoCos, Bail-In, and Tail Risk

Paul Glasserman, Markus Pelger, P. Glasserman, 2013 .

CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

Nan Chen, S. Kou, Nan Chen, 2009 .

An Optimization View of Financial Systemic Risk Modeling: The Network Effect and the Market Liquidity Effect

D. Yao, Nan Chen, David Yao, 2014 .

A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS

Xiangwei Wan, Min Dai, M. Dai, 2013 .