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The journal of computational finance
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Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R.
;
Chancelier, Jean-Philippe
;
Pliska, …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10002390572
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2
Pricing kth-to-default swaps under default contagion: the matrix analytic approach
Herbertsson, Alexander
;
Rootzén, Holger
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10009534635
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3
Pricing convertible bonds with call protection
Crépey, Stéphane
;
Rahal, Abdallah
- In:
The journal of computational finance
15
(
2011/12
)
2
,
pp. 37-75
Persistent link: https://www.econbiz.de/10009424802
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4
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
5
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
6
Pricing convertible bonds with call protection
Crépey, Stéphane
;
Rahal, Abdallah
- In:
The journal of computational finance
15
(
2011
)
2
,
pp. 37-77
Persistent link: https://www.econbiz.de/10009816296
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