Nicolas Merener
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 |
|---|---|---|
| Swap rate variance swaps Quantitative Finance | 2012-06-26 | Paper |
| Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| Numerical solution of jump-diffusion LIBOR market models Finance and Stochastics | 2004-03-16 | Paper |
Research outcomes over time
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