Bo Zhang

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

B. Zhang, Samim Ghamami, Bo Zhang, 2014 .

Risky asset pricing based on safety first fund management

B. Zhang, Yuanyao Ding, Bo Zhang, 2009 .

Estimation methods for expected shortfall

S. Nadarajah, Bo Zhang, S. Chan, 2014 .

Daily Value-at-Risk models at financial crisis period: evidence in Australia

Bo Zhang, 2010 .