Adam Metzler

Available identifiers

zbMath Open metzler.adamMaRDI QIDQ495491

List of research outcomes

Publication	Date of Publication	Type
State dependent correlations in the Vasicek default model	2021-05-07	Paper
A structural framework for modelling contingent capital	2018-11-19	Paper
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models	2015-09-14	Paper
Valuation and analysis of zero-coupon contingent capital bonds	2015-04-29	Paper
Rare event simulation for diffusion processes via two-stage importance sampling	2014-06-30	Paper
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion	2013-04-25	Paper
On the first passage problem for correlated Brownian motion	2010-03-01	Paper

Research outcomes over time

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