//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~person:"Schmidt, Wolfgang M."
~subject:"Insolvency"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CDS (Credit Default Swap)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Insolvency
Volatilität
Credit default
1
Credit derivative
1
Credit risk
1
Kreditderivat
1
Kreditrisiko
1
Option pricing theory
1
Optionspreistheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
credit default swap
1
entropy-based calibration
1
hyper-exponential jump diffusion
1
spectrally negative Kou process
1
structural model
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Schmidt, Wolfgang M.
Brigo, Damiano
3
Bielecki, Tomasz R.
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Cousot, Laurent
1
Ehrhardt, Matthias
1
Feng, Shibi
1
Frey, Rüdiger
1
Gapeev, Pavel V.
1
Garcia, João
1
Günther, Michael
1
Heider, Pascal
1
Hellmich, Martin
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Khedher, Asma
1
Michielon, Matteo
1
Nikitopoulos, Christina Sklibosios
1
Pede, Nicola
1
Rösler, Lars
1
Spreij, Peter
1
Tang, Dan
1
Teng, Long
1
Wang, Yongjin
1
Zhou, Yuzhen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Working paper series / Centre for Practical Quantitative Finance
2
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->