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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~subject:"Derivative"
~subject:"Incomplete information"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Capponi, Agostino
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Management science : journal of the Institute for Operations Research and the Management Sciences
Finance and stochastics
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International journal of theoretical and applied finance
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
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2
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
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