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Ian Iscoe · Study
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Author
Ian Iscoe
4 works
· latest 2012
· 1 institutions
cluster: provisional
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4
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4
Citations
143
Works here
4
85
90
99
12
Most cited in this library
An Integrated Market and Credit Risk Portfolio Model
1999 · 45 citations
Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes
1990 · 39 citations
Portfolio credit-risk optimization
2012 · 33 citations
Semimartingales and Their Stochastic Calculus on Manifolds
1985 · 26 citations
Works
4 shown
Portfolio credit-risk optimization
Journal of Banking & Finance
·
2012
·
4 authors
33
citations
An Integrated Market and Credit Risk Portfolio Model
·
1999
·
3 authors
45
citations
Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes
The Annals of Probability
·
1990
·
5 authors
·
Open access
39
citations
Semimartingales and Their Stochastic Calculus on Manifolds
·
1985
·
2 authors
26
citations