Philipp J. Schönbucher
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Person:375365
Available identifiers
zbMath Open schonbucher.philipp-jMaRDI QIDQ375365
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 |
|---|---|---|
| https://portal.mardi4nfdi.de/entity/Q5226703 | 2019-08-01 | Paper |
| Term structure modelling of defaultable bonds | 2013-10-30 | Paper |
| Background filtrations and canonical loss processes for top-down models of portfolio credit risk | 2009-08-08 | Paper |
| A market model for stochastic implied volatility | 2001-06-27 | Paper |
| The Feedback Effect of Hedging in Illiquid Markets | 2000-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389402 | 1999-11-08 | Paper |
Research outcomes over time
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