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
This page was built for person: Kensuke Kato
