Term structure modelling of defaultable bondsPhilipp J. Schönbucher · 1998

Background filtrations and canonical loss processes forPhilippe Ehlers; Philipp J. Schönbucher · 2009

The Feedback Effect of Hedging in Illiquid MarketsWilmott, Paul; Schönbucher, Philipp J. · SIAM Journal on Applied Mathematics · 2000

The Feedback Effect of Hedging in Illiquid MarketsPhilipp J. Schönbucher and Paul Wilmott · SIAM Journal on Applied Mathematics · 2000

Factor Models: Portfolio Credit Risks When Defaults are CorrelatedSCHÖNBUCHER, PHILIPP J. · The Journal of Risk Finance · 2001

Mathematics of Finance || A Market Model for Stochastic Implied VolatilityPhilipp J. Schönbucher · Philosophical Transactions: Mathematical, Physical and Engineering Sciences · 1999

A Tree Implementation of a Credit Spread Model for Credit DerivativesSchönbucher, Philipp J. · SSRN Electronic Journal · 2000

The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000

Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003

A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013

Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011

Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011

Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999

Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010

Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013