Damien Ackerer
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 game-theoretic analysis of cross-ledger swaps with packetized payments (available as arXiv preprint) | 2022-06-01 | Paper |
| Option pricing with orthogonal polynomial expansions Mathematical Finance | 2020-05-14 | Paper |
| Linear credit risk models Finance and Stochastics | 2019-12-27 | Paper |
| The Jacobi stochastic volatility model Finance and Stochastics | 2018-07-16 | Paper |
| Dependent defaults and losses with factor copula models Dependence Modeling | 2018-06-27 | Paper |
Research outcomes over time
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