Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Jump to: 19736 | 42144
Number of items: 2.

19736

Bennani, Norddine and Maetz, Jerome (2009): A Spot Stochastic Recovery Extension of the Gaussian Copula.

42144

Boukhobza, Ali and Maetz, Jerome (2012): CVA, Wrong Way Risk, Hedging and Bermudan Swaption.

This list was generated on Sat Apr 20 02:35:42 2024 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.