Frank Gehmlich

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 generalized intensity-based framework for single-name credit risk
Innovations in Derivatives Markets
2018-10-22Paper
Dynamic defaultable term structure modeling beyond the intensity paradigm
Mathematical Finance
2018-04-13Paper


Research outcomes over time


This page was built for person: Frank Gehmlich