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Richard B. Sowers

Identifiers

  • name variant Richard B. Sowers 0.60 · backfill

Papers (9)

  1. Congestion Barcodes: Exploring the Topology of Urban Congestion Using Persistent Homology physics.soc-ph · 2017 · author #7
  2. Default Clustering in Large Pools: Large Deviations math.PR · 2013 · author #2
  3. A Model of Market Limit Orders By Stochastic PDE's, Parameter Estimation, and Investment Optimization q-fin.TR · 2012 · author #2
  4. Stochastic Stefan Problems Driven By Standard Brownian Sheets math.PR · 2012 · author #2
  5. Large Portfolio Asymptotics for Loss From Default q-fin.RM · 2011 · author #3
  6. Default clustering in large portfolios: Typical events q-fin.RM · 2011 · author #3
  7. Recovery Rates in investment-grade pools of credit assets: A large deviations analysis q-fin.RM · 2010 · author #2
  8. Exact Pricing Asymptotics for Investment-Grade Tranches of Synthetic CDO's. Part II: A Large Heterogeneous Pool q-fin.PR · 2009 · author #1
  9. Exact Pricing Asymptotics of Investment-Grade Tranches of Synthetic CDO's Part I: A Large Homogeneous Pool q-fin.PR · 2009 · author #1

Mentions

  • 1311.0498 #2 · backfill · confidence 0.70 Richard B. Sowers
  • 1210.7230 #2 · backfill · confidence 0.70 Richard B. Sowers
  • 1210.7208 #2 · backfill · confidence 0.70 Richard B. Sowers
  • 1109.1272 #3 · backfill · confidence 0.70 Richard B. Sowers
  • 1104.1773 #3 · backfill · confidence 0.70 Richard B. Sowers
  • 1006.2711 #2 · backfill · confidence 0.70 Richard B. Sowers
  • 0903.4478 #1 · backfill · confidence 0.70 Richard B. Sowers
  • 0903.4475 #1 · backfill · confidence 0.70 Richard B. Sowers

Frequent Coauthors