Kensuke Kato
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 |
|---|---|---|
| PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices Asia-Pacific Financial Markets | 2024-06-27 | Paper |
| Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy Physica A | 2023-02-17 | Paper |
| Long-range Ising model for credit portfolios with heterogeneous credit exposures Physica A | 2018-11-13 | Paper |
Research outcomes over time
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