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~isPartOf:"Finance and stochastics"
~person:"Capponi, Agostino"
~subject:"Credit risk"
~subject:"Portfolio selection"
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Capponi, Agostino
Filipović, Damir
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Mathematics of operations research
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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After the crash : financial crises and regulatory responses
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Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
2
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
3
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
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