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Schmidt, Wolfgang M.
2
Becker, Christoph
1
HELLMICH, MARTIN
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KASSBERGER, STEFAN
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SCHMIDT, WOLFGANG M.
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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OLC EcoSci
ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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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
Persistent link: https://www.econbiz.de/10010151930
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Stressing correlations and volatilities — A consistent modeling approach
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of empirical finance
21
(
2013
),
pp. 174-194
Persistent link: https://www.econbiz.de/10010092087
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3
Interest rate term structure modelling
Schmidt, Wolfgang M.
- In:
European journal of operational research : EJOR
214
(
2011
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009133511
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