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~person:"Cousin, Areski"
~subject:"Immobilienfinanzierung"
~subject:"Portfolio-Management"
~subject:"World"
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Cousin, Areski
Acharya, Viral V.
15
Schnabl, Philipp
11
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Guidolin, Massimo
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Rinaldi, Francesca
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Flavin, Thomas J.
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Review of derivatives research
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ECONIS (ZBW)
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A Markov Copula model of portfolio credit risk with stochastic intensities and Random recoveries
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépy, Stéphane
; …
-
2012
Persistent link: https://www.econbiz.de/10009630172
Saved in:
2
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
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