Gandy, Axel; Veraart, Luitgard Anna Maria Adjustable network reconstruction with applications to CDS exposures. (English) Zbl 1419.62296 J. Multivariate Anal. 172, 193-209 (2019). MSC: 62P05 62F15 05C90 05C80 91G99 PDFBibTeX XMLCite \textit{A. Gandy} and \textit{L. A. M. Veraart}, J. Multivariate Anal. 172, 193--209 (2019; Zbl 1419.62296) Full Text: DOI Link
Consiglio, Andrea; Tumminello, Michele; Zenios, Stavros A. Pricing sovereign contingent convertible debt. (English) Zbl 1419.91608 Int. J. Theor. Appl. Finance 21, No. 8, Article ID 1850049, 36 p. (2018). MSC: 91G20 91G40 PDFBibTeX XMLCite \textit{A. Consiglio} et al., Int. J. Theor. Appl. Finance 21, No. 8, Article ID 1850049, 36 p. (2018; Zbl 1419.91608) Full Text: DOI arXiv
Patriksson, Michael A unified description of iterative algorithms for traffic equilibria. (English) Zbl 0802.90074 Eur. J. Oper. Res. 71, No. 2, 154-176 (1993). MSC: 90C08 91B52 49J40 90-08 90C30 PDFBibTeX XMLCite \textit{M. Patriksson}, Eur. J. Oper. Res. 71, No. 2, 154--176 (1993; Zbl 0802.90074) Full Text: DOI