BibTeX records: Lisa R. Goldberg

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@article{DBLP:journals/siamfm/GoldbergPS22,
  author       = {Lisa R. Goldberg and
                  Alex Papanicolaou and
                  Alexander D. Shkolnik},
  title        = {The Dispersion Bias},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {13},
  number       = {2},
  pages        = {521--550},
  year         = {2022},
  url          = {https://doi.org/10.1137/21m144058x},
  doi          = {10.1137/21M144058X},
  timestamp    = {Mon, 25 Jul 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/GoldbergPS22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ior/GieseckeGD11,
  author       = {Kay Giesecke and
                  Lisa R. Goldberg and
                  Xiaowei Ding},
  title        = {A Top-Down Approach to Multiname Credit},
  journal      = {Oper. Res.},
  volume       = {59},
  number       = {2},
  pages        = {283--300},
  year         = {2011},
  url          = {https://doi.org/10.1287/opre.1100.0855},
  doi          = {10.1287/OPRE.1100.0855},
  timestamp    = {Tue, 31 Mar 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ior/GieseckeGD11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamfm/ErraisGG10,
  author       = {Eymen Errais and
                  Kay Giesecke and
                  Lisa R. Goldberg},
  title        = {Affine Point Processes and Portfolio Credit Risk},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {1},
  number       = {1},
  pages        = {642--665},
  year         = {2010},
  url          = {https://doi.org/10.1137/090771272},
  doi          = {10.1137/090771272},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/ErraisGG10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Goldberg98,
  author       = {Lisa R. Goldberg},
  title        = {Volatility of the short rate in the rational lognormal model},
  journal      = {Finance Stochastics},
  volume       = {2},
  number       = {2},
  pages        = {199--211},
  year         = {1998},
  url          = {https://doi.org/10.1007/s007800050038},
  doi          = {10.1007/S007800050038},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Goldberg98.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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