Publications in Scientific Journals:
B. Acciaio, S. Herzel:
"An affine intensity model for large credit portfolios";
International Journal of Risk Assessment & Management (IJRAM),
14
(2010),
6;
479
- 503.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1504/IJRAM.2010.037086
Related Projects:
Project Head Uwe Schmock:
Mathematics of Financial Risk Measurement and Stochastic Dependence
Created from the Publication Database of the Vienna University of Technology.