Lisa R. Goldberg

Publication Activity (10 Years)

Years Active: 1998-2022
Publications (10 Years): 1

Top Topics

Decision Making

Variance Reduction

Top Venues

SIAM J. Financial Math.

Publications

Lisa R. Goldberg, Alex Papanicolaou, Alexander D. Shkolnik
The Dispersion Bias. SIAM J. Financial Math. 13 (2) (2022)
Kay Giesecke, Lisa R. Goldberg, Xiaowei Ding
A Top-Down Approach to Multiname Credit. Oper. Res. 59 (2) (2011)
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
Affine Point Processes and Portfolio Credit Risk. SIAM J. Financial Math. 1 (1) (2010)
Lisa R. Goldberg
Volatility of the short rate in the rational lognormal model. Finance Stochastics 2 (2) (1998)