Kyriakos Chourdakis

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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
Counterparty risk for credit default swaps: impact of spread volatility and default correlation
International Journal of Theoretical and Applied Finance
2010-01-08Paper
Lévy processes driven by stochastic volatility
Asia-Pacific Financial Markets
2007-07-25Paper


Research outcomes over time


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