Ying Jiao

What happens after a default: The conditional density approach

Nicole El Karoui, Monique Jeanblanc, Ying Jiao · Stochastic Processes and their Applications · 2010 · 109 citations · Full text

Conditional Density Approach, Density Estimation, Engineering +5

Optimal investment with counterparty risk: a default-density model approach

Ying Jiao, Huyên Pham · Finance and Stochastics · 2010 · 68 citations

Counterparty Risk, Economics, Business +6

Alpha-CIR model with branching processes in sovereign interest rate modeling

Ying Jiao, Chunhua Ma, Simone Scotti · Finance and Stochastics · 2017 · 65 citations

Cox-ingersoll-ross Model, Economics, Monetary Policy +6

Optimal investment under multiple defaults risk: A BSDE-decomposition approach

Ying Jiao, Idris Kharroubi, Huyên Pham · The Annals of Applied Probability · 2013 · 59 citations · Full text

A branching process approach to power markets

Ying Jiao, Chunhua Ma, Simone Scotti et al. · Energy Economics · 2018 · 54 citations · Full text

Power Market, Economics, Power Trading +5