Barbara Choroś-Tomczyk

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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
A semiparametric factor model for CDO surfaces dynamics
Journal of Multivariate Analysis
2016-04-15Paper
Copula dynamics in CDOs
Quantitative Finance
2015-04-16Paper


Research outcomes over time


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