M. Arnsdorf

2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom M. Arnsdorf trusts overall

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

  1. A. Lopatin
  2. Jean-Pierre Fouque 3
  3. Anthony Neuberger
  4. T. Misirpashaev
  5. George Papanicolaou
  6. Kay Giesecke
  7. Damiano Brigo

Who trusts M. Arnsdorf overall

  1. Rüdiger Frey
  2. Tomasz R. Bielecki
  3. J. Backhaus
  4. St'ephane Cr'epey
  5. Monique Jeanblanc

Papers from M. Arnsdorf's perspective

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

  1. Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
  2. Derivatives in Financial Markets with Stochastic Volatility
  3. Time-Changed Birth Processes and Multi-Name Credit Derivatives
  4. Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss
  5. Option Prices, Implied Price Processes, and Stochastic Volatility
  6. An Introduction to Probability Theory and Its Applications
  7. Pricing Credit from the Top Down with Affine Point Processes
  8. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  9. Valuing Credit Derivatives Using an Implied Copula Approach
  10. Credit risk modeling with affine processes

Their papers