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Richard B. Sowers · Study

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Richard B. Sowers

3 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0002-0531-7918

h-index3

i103

Citations172

Works here3

12

13

Most cited in this library

Default clustering in large portfolios: Typical events2013 · 77 citations
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT2012 · 70 citations
A multiscale model of high-frequency trading2013 · 25 citations

Works

3 shown

A multiscale model of high-frequency trading

Algorithmic Finance·2013·3 authors

25citations

Default clustering in large portfolios: Typical events

The Annals of Applied Probability·2013·3 authors·Open access

77citations

LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT

Mathematical Finance·2012·4 authors·Open access

70citations