Tuyet Nguyen Mai
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Person:2833702
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 |
|---|---|---|
| Rational multi-curve models with counterparty-risk valuation adjustments Quantitative Finance | 2021-07-16 | Paper |
| Nonlinear Monte Carlo schemes for counterparty risk on credit derivatives Innovations in Derivatives Markets | 2018-10-22 | Paper |
| Malliavin calculus for Markov chains using perturbations of time Stochastics | 2016-11-25 | Paper |
Research outcomes over time
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