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Publikationen von "Mathematics of Financial Risk Measurement and Stochastic Dependence"
Wissenschaftliche Artikel
Acciaio, B., & Herzel, S. (2010). An affine intensity model for large credit portfolios.
International Journal of Risk Assessment and Management
,
14
(6), 479.
https://doi.org/10.1504/ijram.2010.037086
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Beiträge in Büchern
Acciaio, B., & Penner, I. (2011). Dynamic Risk Measures. In
Advanced Mathematical Methods for Finance
(pp. 1–34). Springer Verlag.
https://doi.org/10.1007/978-3-642-18412-3_1
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