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 |
|---|---|---|
| DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
| Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework | 2020-04-16 | Paper |
| Term structure modelling for multiple curves with stochastic discontinuities Finance and Stochastics | 2020-03-25 | Paper |
| Term structure modelling for multiple curves with stochastic discontinuities Finance and Stochastics | 2020-03-25 | Paper |
| Dynamic term structure modeling beyond the paradigm of absolute continuity | 2020-01-29 | Paper |
| scientific article; zbMATH DE number 2216713 (Why is no real title available?) | 2005-10-20 | Paper |
| A simple example for comparing GENERIC with rational nonequilibrium thermodynamics Physica A | 2000-08-29 | Paper |
| Does Clausius' inequality analogue exist for open discrete systems? Journal of Non-Equilibrium Thermodynamics | 2000-05-28 | Paper |
Research outcomes over time
This page was built for person: Sandrine Gümbel
