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Disambiguation of "Schönbucher, Philipp J."

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Background filtrations and canonical loss processes for top-down models of portfolio credit risk.

, and . Finance and Stochastics, 13 (1): 79-103 (2009)

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Philipp Schönbucher

Bernhard Schönbucher

Gerald Schönbucher

Axel Schönbucher

Axel Schönbucher

 

Other publications of authors with the same name

Background filtrations and canonical loss processes for top-down models of portfolio credit risk., and . Finance and Stochastics, 13 (1): 79-103 (2009)Credit derivatives pricing models. Wiley finance series Wiley, Chichester u.a., Repr edition, (2005)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)The Feedback Effect of Hedging in Illiquid Markets., and . SIAM J. Appl. Math., 61 (1): 232-272 (2000)