Nicolas Merener
From MaRDI portal
Person:1424698
Available identifiers
zbMath Open merener.nicolasMaRDI QIDQ1424698
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Nicolas Merener
