The following pages link to Damien Ackerer (Q1648672):
Displayed 5 items.
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Linear credit risk models (Q2282965) (← links)
- A game-theoretic analysis of cross-ledger swaps with packetized payments (Q2670840) (← links)
- Option pricing with orthogonal polynomial expansions (Q5109983) (← links)