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!

PublicationDate of PublicationType
A semiparametric factor model for CDO surfaces dynamics
Journal of Multivariate Analysis
2016-04-15Paper
Copula dynamics in CDOs
Quantitative Finance
2015-04-16Paper


Research outcomes over time


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