Quantifying climate risk uncertainty in competitive business environments

von Sobehart, Jorge R.
Veröffentlicht in Journal of risk management in financial institutions (2022)

The FinTech revolution : quantifying earnings uncertainty and credit risk in competitive business environments with disruptive technologies

von Sobehart, Jorge R.
Veröffentlicht in Journal of risk management in financial institutions (2016)

CECL and IFRS9 expected credit loss estimation in uncertain economic environments

von Sobehart, Jorge R.
Veröffentlicht in Journal of risk management in financial institutions (2021)

A forward looking, singular perturbation approach to pricing options under market uncertainty and trading noise

von Sobehart, Jorge R.
Veröffentlicht in International journal of theoretical and applied finance (2005)

A foundational approach to credit migration for stress testing and expected credit loss estimation

von Sobehart, Jorge R.
Veröffentlicht in Journal of risk management in financial institutions (2018)

Performance evaluation for credit spread and default risk models

von Sobehart, Jorge R.
Veröffentlicht in Credit risk models and management (2004)

Uncertainty in pricing tradable options

von Sobehart, Jorge R.
Veröffentlicht in International journal of theoretical and applied finance (2003)

New challenges in credit risk modeling and measurement

von Sobehart, Jorge R.
Veröffentlicht in Risk management (2006)

The debt and equity linkage and the valuation of credit derivatives

von Keenan, Sean C.
Veröffentlicht in Credit derivatives (2004)