Guillaume Szulda
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Person:2037766
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 |
|---|---|---|
| On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients Bernoulli | 2025-11-21 | Paper |
| CBI-time-changed Lévy processes for multi-currency modeling Annals of Operations Research | 2024-06-04 | Paper |
| CBI-time-changed Lévy processes Stochastic Processes and their Applications | 2023-08-14 | Paper |
| Multiple yield curve modelling with CBI processes Mathematics and Financial Economics | 2021-07-08 | Paper |
| On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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