Gemma Colldeforns-Papiol

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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!

PublicationDate of PublicationType
Quantifying credit portfolio losses under multi-factor models
International Journal of Computer Mathematics
2022-02-16Paper
Computation of market risk measures with stochastic liquidity horizon
Journal of Computational and Applied Mathematics
2018-06-13Paper
Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options
Applied Numerical Mathematics
2017-05-29Paper


Research outcomes over time


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