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 |
|---|---|---|
| Randomized structural models of credit spreads Quantitative Finance | 2013-12-13 | Paper |
| Dangerous knowledge: credit value adjustment with credit triggers International Journal of Theoretical and Applied Finance | 2011-11-22 | Paper |
| On the first passage time distribution of an Ornstein–Uhlenbeck process Quantitative Finance | 2011-04-29 | Paper |
Research outcomes over time
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