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~isPartOf:"Finance and stochastics"
~person:"Carmona, René"
~subject:"Black-Scholes-Modell"
~subject:"Konferenz"
~subject:"Risiko"
~subject:"Theory"
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Carmona, René
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Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
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Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
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