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Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model.
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- Journal of Optimization Theory & Applications, 2014, v. 161, n. 1, p. 90, doi. 10.1007/s10957-013-0318-4
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- Article
Delta-hedging correlation risk?
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- Review of Derivatives Research, 2012, v. 15, n. 1, p. 25, doi. 10.1007/s11147-011-9068-3
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- Article
Gaussian Process Regression for Swaption Cube Construction under No-Arbitrage Constraints.
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- Risks, 2022, v. 10, n. 12, p. 232, doi. 10.3390/risks10120232
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- Article
Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints.
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- Risks, 2022, v. 10, n. 1, p. 15, doi. 10.3390/risks10010015
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- Article
Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks.
- Published in:
- Risks, 2018, v. 6, n. 1, p. 22, doi. 10.3390/risks6010022
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- Article
RATING TRANSITIONS FORECASTING: A FILTERING APPROACH.
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- International Journal of Theoretical & Applied Finance, 2023, v. 26, n. 2/3, p. 1, doi. 10.1142/S0219024923500097
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- Article