Publication & Citation Trends
Publications
0 total
Quite a Different Approach. Willy Brandt’s North-South Concept as an Alternative Model to US International and Economic Policies 1974-1989
Cited by 0
Semantic Scholar
MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING OA
Cited by 18
Semantic Scholar
An approximation of small-time probability density functions in a general jump diffusion model
Cited by 4
Semantic Scholar
How past market movements affect correlation and volatility
Cited by 2
Semantic Scholar
Multivariate Markov Families of Copulas OA
Cited by 6
Semantic Scholar
Static hedging under maturity mismatch
Cited by 1
Semantic Scholar
Stressed Correlations and Volatilities - How to Fulfill Requirements of the Basel Committee
Cited by 0
Semantic Scholar
Interest rate term structure modelling
Cited by 19
Semantic Scholar
Credit gap risk in a first passage time model with jumps OA
Cited by 20
Semantic Scholar
Research Topics
Vasculitis and related conditions
(195)
Rheumatoid Arthritis Research and Therapies
(101)
Otitis Media and Relapsing Polychondritis
(80)
Systemic Lupus Erythematosus Research
(62)
Systemic Sclerosis and Related Diseases
(46)
Affiliations
University of Siena
Goethe University Frankfurt
University of London
University of Maryland, Baltimore
United States Naval Research Laboratory