A. Schröter
From MaRDI portal
Person:2453102
Available identifiers
zbMath Open schroter.alexanderMaRDI QIDQ2453102
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 |
|---|---|---|
| An analytical formula for pricing \(m\)-th to default swaps | 2014-08-05 | Paper |
| Numerical methods to quantify the model risk of basket default swaps | 2014-06-06 | Paper |
Research outcomes over time
This page was built for person: A. Schröter
