Cheikh Mbaye
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Person:4555854
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 |
|---|---|---|
| Affine term structure models: A time‐change approach with perfect fit to market curves Mathematical Finance | 2023-09-28 | Paper |
| A subordinated CIR intensity model with application to wrong-way risk CVA International Journal of Theoretical and Applied Finance | 2018-11-23 | Paper |
| An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDEs Lecture Notes in Computer Science | 2017-07-07 | Paper |
Research outcomes over time
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