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 Journal of Applied Mathematics and Computing | 2014-08-05 | Paper |
| Numerical methods to quantify the model risk of basket default swaps Journal of Computational and Applied Mathematics | 2014-06-06 | Paper |
Research outcomes over time
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