Modelling bonds and credit default swaps using a structural model with contagion (Q3605227): Difference between revisions

@@ Property / author @@
-Christoph Reisinger
@@ Property / author: Christoph Reisinger / rank @@
-Normal rank
@@ Property / author @@
+Christoph Reisinger
@@ Property / author: Christoph Reisinger / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2147171383
@@ Property / OpenAlex ID: W2147171383 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0753
@@ Property / arXiv ID: 0710.0753 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical integration using sparse grids
@@ Property / cites work: Numerical integration using sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Double Lookbacks
@@ Property / cites work: Double Lookbacks / rank @@
+Normal rank
@@ Property / cites work @@
+Copulas: Tales and facts (with discussion)
@@ Property / cites work: Copulas: Tales and facts (with discussion) / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3605227