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1
The semi-geometric process and some properties
Wu, Shaomin
;
Wang, Guanjun
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 229-245
Persistent link: https://www.econbiz.de/10011888616
Saved in:
2
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
3
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
4
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
5
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
6
Stochastische Methoden zur Quantifizierung von versicherungstechnischen Risiken und Kreditrisiken
Maier, Ramona
-
2010
Persistent link: https://www.econbiz.de/10003957402
Saved in:
7
On Kolmogorov equations for anisotropic multivariate Lévy processes
Reich, N.
;
Schwab, Christoph
;
Winter, C.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 527-567
Persistent link: https://www.econbiz.de/10008823691
Saved in:
8
Measuring and optimizing portfolio credit risk : a Copula-based approach
Di Clemente, Annalisa
;
Romano, Claudio A.
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
3
,
pp. 325-357
Persistent link: https://www.econbiz.de/10003690352
Saved in:
9
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.
;
Manner, Hans
-
2008
Persistent link: https://www.econbiz.de/10003921287
Saved in:
10
Pricing of CDOs based on the multivariate Wang transform
Kijima, Masaaki
;
Motomiya, Shin-ichi
;
Suzuki, Yoichi
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008889
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