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[1] "Pricing Derivatives of American and Game Type in Incomplete Markets",
Masters Thesis, Vienna University of Technology, January 2003.
[2] "A multivariate GARCH model with volatility spill-over and time-varying correlations",
Working Paper, Stanford University, March 2006.
[3] "Frailty Correlated Default" (with Darrell Duffie, Guillaume Horel and
Leandro Saita), Graduate School of Business, Stanford University, May 2006.
[4] "Computational Techniques for basic Affine Models of Portfolio Credit Risk",
Working Paper, Stanford University, August 2007.
[5] "Risk Premia in Structured Credit Derivatives",
Working Paper, Stanford University, September 2007.
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