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Exact Simulation of Point Proc...
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Giesecke, Kay
17
Kim, Baeho
4
Ding, Xiaowei
2
Goldberg, Lisa R.
2
Schaefer, Stephen
2
Strebulaev, Ilya
2
Weber, Stefan
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Operations research : the journal of the Operations Research Society of America
6
Journal of economic dynamics & control
3
Journal of banking & finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of financial economics
1
Management science letters
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
109
RePEc
29
EconStor
7
BASE
1
Other ZBW resources
1
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Designing and explaining the model of knowledge workers' retention with emphasis on HRM practices
Rasouli, Reza
;
Mooghali, Alireza
;
Mousavi, Mohammad
; …
- In:
Management science letters
3
(
2013
)
4
,
pp. 1145-1154
Persistent link: https://www.econbiz.de/10010118590
Saved in:
2
Exact Simulation of Point Processes with Stochastic Intensities
Giesecke, K.
;
Kakavand, H.
;
Mousavi, M.
- In:
Operations research : the journal of the Operations …
59
(
2011
)
5
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10009804875
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3
Forecasting Default in the Face of Uncertainty
Giesecke, Kay
;
Goldberg, Lisa R.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10005925113
Saved in:
4
Monte Carlo Algorithms for Default Timing Problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2130
Persistent link: https://www.econbiz.de/10009809935
Saved in:
5
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3009-3036
Persistent link: https://www.econbiz.de/10005882380
Saved in:
6
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1546
Persistent link: https://www.econbiz.de/10005883858
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7
MACROECONOMIC EFFECTS OF CORPORATE DEFAULT CRISES: A LONG-TERM PERSPECTIVE
Giesecke, Kay
;
Longstaff, Francis A
;
Schaefer, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009842068
Saved in:
8
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research : the journal of the Operations …
60
(
2012
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10009845460
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9
TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK
Giesecke, Kay
;
Zhu, Shilin
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 742-762
Persistent link: https://www.econbiz.de/10010161823
Saved in:
10
Exact Sampling of Jump Diffusions
Giesecke, Kay
;
Smelov, Dmitry
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 894-907
Persistent link: https://www.econbiz.de/10010171577
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