| Backtesting general spectral risk measures with application to expected shortfall N Costanzino, M Curran Available at SSRN 2514403, 2015 | 81 | 2015 |
| A simple traffic light approach to backtesting expected shortfall N Costanzino, M Curran Risks 6 (1), 2, 2018 | 55 | 2018 |
| Solitary waves of the regularized short pulse and Ostrovsky equations N Costanzino, V Manukian, CKRT Jones SIAM journal on mathematical analysis 41 (5), 2088-2106, 2009 | 49 | 2009 |
| Closed-form asymptotics and numerical approximations of 1D parabolic equations with applications to option pricing W Cheng, N Costanzino, J Liechty, A Mazzucato, V Nistor SIAM Journal on Financial Mathematics 2 (1), 901-934, 2011 | 40* | 2011 |
| Spectral stability of noncharacteristic isentropic Navier–Stokes boundary layers N Costanzino, J Humpherys, T Nguyen, K Zumbrun Archive for rational mechanics and analysis 192 (3), 537-587, 2009 | 25* | 2009 |
| Approximate solutions to second order parabolic equations I: analytical estimates R Costantinescu, N Costanzino, AL Mazzucato, V Nistor Journal of Mathematical Physics 51 (103502), 26, 2010 | 21 | 2010 |
| Existence and stability of curved multidimensional detonation fronts N Costanzino, HK Jenssen, G Lyng, M Williams Indiana University mathematics journal, 1405-1461, 2007 | 20 | 2007 |
| Empirical performance of backtesting methods for expected shortfall S Clift, N Costanzino, M Curran Available at SSRN 2618345, 2016 | 15 | 2016 |
| Bond and CDS Pricing via the stochastic recovery Black-Cox model A Cohen, N Costanzino Risks 5 (2), 26, 2017 | 14* | 2017 |
| On the properties of large banded spherulites in a maleic anhydride–polyacrylonitrile mixture MM Degen, N Costanzino, J Bechhoefer Journal of crystal growth 209 (4), 953-962, 2000 | 14 | 2000 |
| Existence of multi-pulses of the regularized short-pulse and Ostrovsky equations V Manukian, N Costanzino, CKRT Jones, B Sandstede Journal of Dynamics and Differential Equations 21, 607-622, 2009 | 12 | 2009 |
| A general framework for incorporating stochastic recovery in structural models of credit risk A Cohen, N Costanzino Risks 5 (4), 65, 2017 | 5 | 2017 |
| Bond and CDS Pricing with Recovery Risk II: The Stochastic Recovery Black-Cox Model A Cohen, N Costanzino Available at SSRN 2579345, 2017 | 5 | 2017 |
| Approximate solutions to second order parabolic equations. III: The degenerate case W Cheng, R Costantinescu, N Costanzino, AL Mazzucato, V Nistor preparation, 0 | 5 | |
| Symmetric solutions to multi-dimensional conservation laws N Costanzino, HK Jenssen publication from the 9, 2008 | 4 | 2008 |
| Existence of topologically cylindrical shocks N Costanzino Comptes Rendus Mathematique 346 (5-6), 283-286, 2008 | 2 | 2008 |
| Merton’s model with recovery risk A Cohen, N Costanzino Journal of Credit Risk 18 (2), 2022 | 1 | 2022 |
| A unified framework for default modeling HJ Stein, A Cohen, N Costanzino Available at SSRN 4098129, 2022 | 1 | 2022 |
| Merton Model with Stochastic Recovery A Cohen, N Costanzino Journal of Credit Risk (), 2014 | 1 | 2014 |
| Existence and stability of nonlinear wave structures in one and several space dimensions ND Costanzino Brown University, 2006 | 1 | 2006 |
Victor NistorProfessor of Mathematics, Université LorraineПідтверджена електронна адреса в math.psu.edu
