Philipp J. Schönbucher

The Feedback Effect of Hedging in Illiquid Markets

Paul Wilmott, Philipp J. Schönbucher, P. Wilmott, 2000, SIAM J. Appl. Math..

Advances in Finance and Stochastics

Philipp J. Schönbucher, Klaus Sandmann, P. Schönbucher, 2002 .

Background filtrations and canonical loss processes for top-down models of portfolio credit risk

Philipp J. Schönbucher, Philippe Ehlers, 2009, Finance Stochastics.

Factor Models: Portfolio Credit Risks When Defaults are Correlated

Philipp J. Schönbucher, P. Schönbucher, 2001 .

Pricing Parisian Options

Paul Wilmott, Philipp J. Schönbucher, Richard J. Haber, 1999 .

Term structure modelling of defaultable bonds

Philipp J. Schönbucher, P. Schönbucher, 1998 .