Cheikh Mbaye

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Person:4555854

Available identifiers

zbMath Open mbaye.cheikhMaRDI QIDQ4555854

List of research outcomes





PublicationDate of PublicationType
Affine term structure models: A time‐change approach with perfect fit to market curves2023-09-28Paper
A subordinated CIR intensity model with application to wrong-way risk CVA2018-11-23Paper
An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDEs2017-07-07Paper

Research outcomes over time

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