Edit Profile Ackerer, Damien Compute Distance To: Compute Author ID: ackerer.damien Published as: Ackerer, Damien Documents Indexed: 4 Publications since 2017 Co-Authors 0 single-authored 3 Filipović, Damir 1 Pulido, Sergio 1 Vatter, Thibault Serials 2 Finance and Stochastics 1 Mathematical Finance 1 Dependence Modeling Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year Citations contained in zbMATH 4 Publications have been cited 15 times in 12 Documents Cited by ▼ Year ▼ The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 Linear credit risk models. Zbl 1445.91066Ackerer, Damien; Filipović, Damir 2 2020 Option pricing with orthogonal polynomial expansions. Zbl 07200951Ackerer, Damien; Filipović, Damir 1 2020 Dependent defaults and losses with factor copula models. Zbl 1391.60027Ackerer, Damien; Vatter, Thibault 1 2017 Linear credit risk models. Zbl 1445.91066Ackerer, Damien; Filipović, Damir 2 2020 Option pricing with orthogonal polynomial expansions. Zbl 07200951Ackerer, Damien; Filipović, Damir 1 2020 The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 Dependent defaults and losses with factor copula models. Zbl 1391.60027Ackerer, Damien; Vatter, Thibault 1 2017 all top 5 Cited by 24 Authors 4 Larsson, Martin 3 Filipović, Damir 2 Cui, Zhenyu 1 Ackerer, Damien 1 Bernis, Guillaume 1 Bichuch, Maxim 1 Cuchiero, Christa 1 Kirkby, Justin Lars 1 Kitapbayev, Yerkin 1 Kleisinger-Yu, Xi 1 Komaric, Vlatka 1 Lars Kirkby, J. 1 Leung, Tim 1 Nastasi, Emanuele 1 Nguyen, Duy Khuong 1 Nguyen, Duy Van 1 Pallavicini, Andrea 1 Pulido, Sergio 1 Regez, Markus 1 Sartorelli, Giulio 1 Scotti, Simone 1 Sircar, Ronnie 1 Svaluto-Ferro, Sara 1 Willems, Sander all top 5 Cited in 9 Serials 2 European Journal of Operational Research 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 1 SIAM Journal on Control and Optimization 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Finance and Stochastics 1 SIAM Journal on Financial Mathematics 1 Stochastic Systems Cited in 4 Fields 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 1 Numerical analysis (65-XX) Citations by Year