HEUSCH, MARIA CRISTINA
HEUSCH, MARIA CRISTINA
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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
2022-01-01 Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; Mottura, Carlo D.
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE
2018-01-01 Cesarone, Francesco; Congedo, Maria Alessandra; Heusch, MARIA CRISTINA; Mottura, Carlo Domenico
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A new family of modified Gaussian copulas for market consistent valuation of government guarantees | 1-gen-2022 | Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; Mottura, Carlo D. | |
AN EMPIRICAL ANALYSIS OF THE MAXIMUM ACCEPTABLE CORRELATION FOR A DEFAULTABLE GUARANTEE | 1-gen-2018 | Cesarone, Francesco; Congedo, Maria Alessandra; Heusch, MARIA CRISTINA; Mottura, Carlo Domenico |