Sebastien Hitier
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Person:2873546
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 |
|---|---|---|
| Pricing credit derivatives with a structural default model Arbitrage, Credit and Informational Risks | 2015-10-21 | Paper |
| Pricing CDOs with state-dependent stochastic recovery rates Quantitative Finance | 2014-01-24 | Paper |
Research outcomes over time
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