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Advances in finance and stochastics

, и (Ред.) Springer, Berlin u.a., (2002)

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Philipp Schönbucher

Bernhard Schönbucher

Gerald Schönbucher

Axel Schönbucher

Axel Schönbucher

 

Другие публикации лиц с тем же именем

Background filtrations and canonical loss processes for top-down models of portfolio credit risk., и . Finance and Stochastics, 13 (1): 79-103 (2009)A market model for stochastic implied volatility. Discussion Paper / Sonderforschungsbereich 303, Information und die Koordination Wirtschaftlicher Aktivitäten, B, Rheinische Friedrich-Wilhelms-Universität Bonn Univ., Sonderforschungsbereich 303, Bonn, (1999)Credit derivatives pricing models. Wiley finance series Wiley, Chichester u.a., Repr издание, (2005)The Feedback Effect of Hedging in Illiquid Markets., и . SIAM J. Appl. Math., 61 (1): 232-272 (2000)