Amini, Hamed; Filipović, Damir; Minca, Andreea Systemic risk in networks with a central node. (English) Zbl 1443.91315 SIAM J. Financ. Math. 11, No. 1, 60-98 (2020). MSC: 91G45 91B26 PDFBibTeX XMLCite \textit{H. Amini} et al., SIAM J. Financ. Math. 11, No. 1, 60--98 (2020; Zbl 1443.91315) Full Text: DOI
Filipović, Damir; Willems, Sander Exact smooth term-structure estimation. (English) Zbl 1416.91374 SIAM J. Financ. Math. 9, No. 3, 907-929 (2018). MSC: 91G20 62P05 62G05 91G30 PDFBibTeX XMLCite \textit{D. Filipović} and \textit{S. Willems}, SIAM J. Financ. Math. 9, No. 3, 907--929 (2018; Zbl 1416.91374) Full Text: DOI arXiv
Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas Approaches to conditional risk. (English) Zbl 1255.91178 SIAM J. Financ. Math. 3, 402-432 (2012). MSC: 91B30 91B06 91B16 PDFBibTeX XMLCite \textit{D. Filipović} et al., SIAM J. Financ. Math. 3, 402--432 (2012; Zbl 1255.91178) Full Text: DOI
Filipović, Damir; Tappe, Stefan; Teichmann, Josef Term structure models driven by Wiener processes and Poisson measures: existence and positivity. (English) Zbl 1207.91068 SIAM J. Financ. Math. 1, 523-554 (2010). Reviewer: Johannes W. Nieuwenhuis (Groningen) MSC: 91G30 60H15 PDFBibTeX XMLCite \textit{D. Filipović} et al., SIAM J. Financ. Math. 1, 523--554 (2010; Zbl 1207.91068) Full Text: DOI arXiv