Barbara Choroś-Tomczyk
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A semiparametric factor model for CDO surfaces dynamics Journal of Multivariate Analysis | 2016-04-15 | Paper |
| Copula dynamics in CDOs Quantitative Finance | 2015-04-16 | Paper |
Research outcomes over time
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