4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Kyriakos Chourdakis

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Consistent single- and multi-step sampling of multivariate arrival times: A characterization of self-chaining copulas

Mathematics – Probability
Scientific paper

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Counterparty risk valuation for Energy-Commodities swaps: Impact of volatilities and correlation

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-111342

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