Ljudmila A. Bordag

2006

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Ljudmila A. Bordag trusts overall

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

  1. Rüdiger Frey

Who trusts Ljudmila A. Bordag overall

  1. Daniel Sevcovic

Papers from Ljudmila A. Bordag's perspective

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

  1. Market Illiquidity as a Source of Model Risk in Dynamic Hedging
  2. Risk Minimization with Incomplete Information in a Model for High‐Frequency Data
  3. Portfolio optimization with unobservable Markov-modulated drift process (Journal of Applied Probability)
  4. Statistical Inference Using Extreme Order Statistics
  5. The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing
  6. A general formula for valuing defaultable securities
  7. Hedging of Defaultable Claims
  8. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  9. PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES
  10. Continuous Univariate Distributions.

Their papers