//--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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:"multivariate subordinators"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Analyse
3
Multivariate analysis
3
Stochastic process
3
Stochastischer Prozess
3
multivariate subordinators
3
Lévy processes
2
Option pricing theory
2
Optionspreistheorie
2
multivariate asset modeling
2
CAPM
1
Correlation
1
Counterparty risk
1
Credit default swaps
1
Credit derivative
1
Credit insurance
1
Credit risk
1
Derivat
1
Derivative
1
Financial services
1
Finanzdienstleistung
1
Insolvency
1
Insolvenz
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Kreditversicherung
1
Marked Poisson processes
1
Multivariate Verteilung
1
Multivariate distribution
1
Multivariate subordinators
1
Probability theory
1
Simultaneous defaults
1
Theorie
1
Theory
1
Wahrscheinlichkeitsrechnung
1
correlation
1
dependence
1
multi-factorial modeling
1
multibarrier reverse convertibles (MBRCs)
1
multivariate Poisson random measure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Marena, Marina
2
Semeraro, Patrizia
2
Bo, Lijun
1
Capponi, Agostino
1
Jevtić, Petar
1
Marfè, Roberto
1
Romeo, Andrea
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Journal of banking & finance
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate marked poisson processes and market related multidimensional information flows
Jevtić, Petar
;
Marena, Marina
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012013851
Saved in:
2
Pricing multivariate barrier reverse convertibles with factor-based subordinators
Marena, Marina
;
Romeo, Andrea
;
Semeraro, Patrizia
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 97-129
Persistent link: https://www.econbiz.de/10011860940
Saved in:
3
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
4
A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->