Stephan Kossmeier

2003–2004

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Stephan Kossmeier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tomasz R. Bielecki

Who trusts Stephan Kossmeier overall

  1. Rafal Weron
  2. Carlo A. Favero
  3. Alessandro Beber
  4. T. Jónsson

Papers from Stephan Kossmeier's perspective

Ordered by how strongly the researchers Stephan Kossmeier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Credit Risk: Modeling, Valuation And Hedging
  2. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  3. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
  4. Pricing Via Utility Maximization and Entropy
  5. Martingale Methods in Financial Modelling
  6. The Defaultable Lévy Term Structure: Ratings and Restructuring
  7. On Models of Default Risk
  8. On Default Correlation: A Copula Function Approach
  9. The Pricing of Options and Corporate Liabilities
  10. Calibration and Implementation of Convertible Bond Models

Their papers