Philipp J. Schönbucher

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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
scientific article; zbMATH DE number 7088125 (Why is no real title available?)
 
2019-08-01Paper
Term structure modelling of defaultable bonds
Review of Derivatives Research
2013-10-30Paper
Background filtrations and canonical loss processes for top-down models of portfolio credit risk
Finance and Stochastics
2009-08-08Paper
A market model for stochastic implied volatility
Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences
2001-06-27Paper
The Feedback Effect of Hedging in Illiquid Markets
SIAM Journal on Applied Mathematics
2000-10-18Paper
scientific article; zbMATH DE number 1153807 (Why is no real title available?)
 
1999-11-08Paper


Research outcomes over time


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