Statistics
Publications
4
Citations
156
H-Index
4
Active since
2006
Affiliations
Yan Zeng is an author at University of California, Berkeley specializing in financial economics, finance, and credit risk.
Publications per year
2006–2024
4
4
Credit Risk Models with Incomplete Information
Xin Guo, Robert A. Jarrow, Yan Zeng · Mathematics of Operations Research · 2009 · 62 citations
Social Sciences, Economics, Finance +13
MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
Xin Guo, Robert A. Jarrow, Yan Zeng · Mathematical Finance · 2009 · 48 citations
Information Reduction in Credit Risk Models
Xin Guo, Robert A. Jarrow, Yan Zeng · 2006 · 22 citations
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