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Ioana Savescu

1 paper here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PR1
same name
  • Ioana Savescu — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedA structural approach to pricing credit default swaps with credit and debt value adjustments

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.PR2012★ 1 cited

A structural approach to pricing credit default swaps with credit and debt value adjustments

Alexander Lipton, Ioana Savescu

A multi-dimensional extension of the structural default model with firms' values driven by diffusion processes with Marshall-Olkin-inspired correlation structure is presented. Semi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.