AMS Classification 60E10
"Characteristic functions; other transforms"These are all the papers that have the " 60E10 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Market Models for CDOs Driven by Time-inhomogeneous Lévy Processes
by Ernst Eberlein of the University of Freiburg,
Zorana Grbac of the University of Freiburg, and
Thorsten Schmidt of Chemnitz University of Technology
(268K PDF) -- 31 pages -- June 10, 2010 Credit Risk Modelling with Shot-noise Processes
by Raquel M. Gaspar of the Technical University of Lisbon, and
Thorsten Schmidt of Chemnitz University of Technology
(1,147K PDF) -- 25 pages -- April 4, 2010 Numerically Stable Computation of CreditRisk+
by Hermann Haaf of Commerzbank AG,
Oliver Reiß of IKB Deutsche Industriebank AG, and
John Schoenmakers of the Weierstrass Institute
(108K PDF) -- 10 pages -- Summer 2004 Conditional Expectation as Quantile Derivative
by Dirk Tasche of Technische Universität München
(170K PDF) -- 12 pages -- November 13, 2000
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