Justin A. Sirignano

Identifiers

• name variant Justin A. Sirignano 0.60 · backfill

Papers (2)

1. Fluctuation Analysis for the Loss From Default math.PR · 2013 · author #2
2. Large Portfolio Asymptotics for Loss From Default q-fin.RM · 2011 · author #4

Mentions

• 1304.1420 #2 · backfill · confidence 0.70 Justin A. Sirignano
• 1109.1272 #4 · backfill · confidence 0.70 Justin A. Sirignano

Frequent Coauthors

• Kay Giesecke 2 shared papers
• Konstantinos Spiliopoulos 2 shared papers
• Richard B. Sowers 1 shared papers