Physics – Data Analysis – Statistics and Probability
Scientist
Physics
Data Analysis, Statistics and Probability
Scientist
Charge quantization conditions based on the Atiyah--Singer index theorem
Correlated Binomial Models and Correlation Structures
Correlation Structures of Correlated Binomial Models and Implied Default Distribution
Evaluation of Tranche in Securitization and Long-range Ising Model
Moody's Correlated Binomial Default Distributions for Inhomogeneous Portfolios
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