Nicolas Merener
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Person:1424698
Available identifiers
zbMath Open merener.nicolasMaRDI QIDQ1424698
List of research outcomes
![]() | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
Publication | Date of Publication | Type |
---|---|---|
Swap rate variance swaps | 2012-06-26 | Paper |
Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities | 2004-08-06 | Paper |
Numerical solution of jump-diffusion LIBOR market models | 2004-03-16 | Paper |
Research outcomes over time
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