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Results: 2
Large portfolio losses: A dynamic contagion model
Authors:
Pra, Paolo Dai Runggaldier, Wolfgang J. Sartori, Elena Tolotti, Marco
Citation:
Pra, Paolo Dai et al., Large portfolio losses: A dynamic contagion model, Annals of applied probability , 19(1), 2009, pp. 347-394
Diffusion Approximation in Past Dependent Models and Applications to Option Pricing
Authors:
Kind, Paolo Liptser, Robert Sh. Runggaldier, Wolfgang J.
Citation:
Kind, Paolo et al., Diffusion Approximation in Past Dependent Models and Applications to Option Pricing, Annals of applied probability , 1(3), 1991, pp. 379-405
Risultati:
1-2
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