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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Giesecke, Kay
5
Ding, Xiaowei
2
Deng, Shaojie
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Goldberg, Lisa R.
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Lai, Tze Leung
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Operations research : the journal of the Operations Research Society of America
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of economic dynamics & control
6
Journal of banking & finance
4
Journal of Economic Dynamics and Control
3
Journal of econometrics
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
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Papers / arXiv.org
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Computing in Economics and Finance 2003
2
Journal of Banking & Finance
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Journal of Financial Economics
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Management Science
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Mathematics of operations research
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NBER Working Paper
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NBER Working Papers
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NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper / National Bureau of Economic Research, Inc.
2
Boston University Questrom School of Business Research Paper
1
Credit risk models and management
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of financial econometrics
1
Management Science, Forthcoming
1
Mathematical Finance
1
Operations Research, Forthcoming
1
Risk management : a modern perspective
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The handbook of fixed income securities
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1
Exact Sampling of Jump Diffusions
Giesecke, Kay
;
Smelov, Dmitry
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 894-907
Persistent link: https://www.econbiz.de/10010171577
Saved in:
2
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research : the journal of the Operations …
60
(
2012
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10009845460
Saved in:
3
A Top-Down Approach to Multiname Credit
Giesecke, Kay
;
Goldberg, Lisa R.
;
Ding, Xiaowei
- In:
Operations research : the journal of the Operations …
59
(
2011
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10009264540
Saved in:
4
Risk Analysis of Collateralized Debt Obligations
Giesecke, Kay
;
Kim, Baeho
- In:
Operations research : the journal of the Operations …
59
(
2011
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10008887259
Saved in:
5
Time-Changed Birth Processes and Multiname Credit Derivatives
Ding, Xiaowei
;
Giesecke, Kay
;
Tomecek, Pascal I.
- In:
Operations research : the journal of the Operations …
57
(
2009
)
4
,
pp. 990-1005
Persistent link: https://www.econbiz.de/10008300909
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