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
This page was built for person: Damien Ackerer
