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Matthias Scherer

Matthias Scherer

Technische Universität München - Munich / Germany
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AD Scientific Index ID: 1781655
Technical University of Munich
person_outline Matthias Scherer's MOST POPULAR ARTICLES
1-) Simulating copulas: stochastic models, sampling algorithms, and applications # N/A, 2017
2-) CDO pricing with nested Archimedean copulas Quantitative Finance 11 (5), 775-787, 2011
3-) Lévy-frailty copulas Journal of Multivariate Analysis 100 (7), 1567-1585, 2009
4-) Constructing hierarchical Archimedean copulas with Lévy subordinators Journal of Multivariate Analysis 101 (6), 1428-1433, 2010
5-) Financial Engineering with Copulas Explained Palgrave Macmillan, 2014