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Algorithmic estimation of risk factors in financial markets with stochastic drift
Hernández, Janko; Saunders, David M.; Seco, Luis - In: Computers & operations research : and their … 39 (2012) 4, pp. 820-828
Persistent link: https://www.econbiz.de/10010217455
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CreditGrades framework within stochastic covariance models
Escobar, Marcos; Arian, Hamidreza; Seco, Luis - In: Journal of mathematical finance 2 (2012) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10009725338
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A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos; Friedrich, Tim; Seco, Luis; Zagst, Rudi - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 123-132
Persistent link: https://www.econbiz.de/10009629244
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Railway disruption management : designing bus bridging services under uncertainty
Luo, Chunling; Xu, Lei - In: Computers & operations research : and their … 131 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012533760
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Pricing of spread options on stochastically correlated underlyings
Escobar, Marcos; Götz, Barbara; Seco, Luis; Zagst, Rudi - In: The journal of computational finance 12 (2009) 3, pp. 31-61
Persistent link: https://www.econbiz.de/10009534616