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Issue DateTitleAuthor(s)
31-Dec-2007On quantum microcanonical equilibriumDorje C. Brody; Daniel W. Hook; Lane P. Hughston
31-Dec-2017Ito Stochastic Differential Equations as 2-JetsArmstrong, J; Brigo, D
31-Dec-2016FVA and electricity bill valuation adjustment - much of a difference?Brigo, D; Fries, C; Hull, J; Scherer, M; Sommer, D, et al
31-Dec-2016Nonlinear Valuation Under Collateralization, Credit Risk, and Funding CostsBrigo, D; Liu, Q; Pallavicini, A; Sloth, D
31-Dec-2016Impact of Multiple Curve Dynamics in Credit Valuation AdjustmentsBormetti, G; Brigo, D; Francischello, M; Pallavicini, A
31-Dec-2016Analysis Of Nonlinear Valuation Equations Under Credit And Funding EffectsBrigo, D; Francischello, M; Pallavicini, A
5-Apr-2018Consistent iterated simulation of multivariate defaults: Markov indicators, lack of memory, extreme-value copulas, and the Marshall–Olkin distributionBrigo, D; Mai, Jan; Scherer, M; Sloot, H
-Static vs adapted optimal execution strategies in two benchmark trading modelsBrigo, D; Piat, C
5-Apr-2017Examples of wrong–way risk in CVA induced by devaluations on defaultBrigo, D; Pede, N; Petrelli, A
5-Apr-2017Wrong-way risk adjusted exposure: analytical approximations for options in default intensity modelsBrigo, D; Hvolby, T; Vrins, F