关注
Xavier Burtschell
Xavier Burtschell
Bolden, Chief Data & Risk Officer
在 bolden.fr 的电子邮件经过验证
标题
引用次数
引用次数
年份
A comparative analysis of CDO pricing models
X Burtschell, J Gregory, JP Laurent
preprint, 2005
3442005
Beyond the Gaussian copula: stochastic and local correlation
X Burtschell, J Gregory, JP Laurent
Journal of Credit Risk 3 (1), 31-62, 2007
1402007
A comparative analysis of CDO pricing models
JP Laurent, X Burtschell, J Gregory
University of Lyon & BNP-Paribas working paper, 2005
32005
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