//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Rockafellar, Ralph Tyrrell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"CDO pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
90 (Operations Research, Mathematical Programming)
1
CDO pricing
1
Convex optimization
1
Convex-concave-convex probability distribution
1
Implied copula
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Verteilung
1
Multivariate distribution
1
OR banking
1
Operations Research
1
Operations research
1
Probability theory
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Wahrscheinlichkeitsrechnung
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rockafellar, Ralph Tyrrell
Hamerle, Alfred
2
Liebig, Thilo
2
Mai, Jan-Frederik
2
Prorokowski, Hubert
2
Prorokowski, Lukasz
2
Scherer, Matthias
2
Schropp, Hans-Jochen
2
Tsyurmasto, Peter
2
Uryasev, Stan
2
Veremyev, Alexander
2
Anel, Marcos Escobar
1
BAXTER, MARTIN
1
Bansal, Matulya
1
Bernhart, German
1
Chen, Weina
1
Guo, Li
1
Hofert, Marius
1
Jiao, Y.
1
Karoui, N. El
1
Li, Hua
1
MAI, JAN-FREDERIK
1
Mrad, Moez
1
Olivares, Pablo
1
Packham, N.
1
Packham, Natalie
1
Rockafellar, R.
1
SCHERER, MATTHIAS
1
SIDENIUS, JAKOB
1
Schenk, Steffen
1
Triki, Racem
1
Yuan, George
1
Zhao, Jianbin
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibrating probability distributions with convex-concave-convex functions : application to
CDO
pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->