Yu-Sin Chang Research

Publications

  • Nonlinear Pricing Models. In preparation, 2022.
  • On Construction of Markov Structures. In preparation, 2021.
  • Markov Consistency of Multivariate Markov Processes. Submitted for publication, 2020.
  • Systemic Risk and the Dependence Structures. Working paper (41 pages), 2018. arXiv
  • Markov Chain Structures: Markovian Consistency. Working paper (25 pages), 2017.