Cheikh Mbaye
From MaRDI portal
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 |
|---|---|---|
| Affine term structure models: A time‐change approach with perfect fit to market curves Mathematical Finance | 2023-09-28 | Paper |
| A subordinated CIR intensity model with application to wrong-way risk CVA International Journal of Theoretical and Applied Finance | 2018-11-23 | Paper |
| An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDEs Lecture Notes in Computer Science | 2017-07-07 | Paper |
Research outcomes over time
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