Nathalie Ngor
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Person:4683047
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 |
|---|---|---|
| A Lévy HJM multiple-curve model with application to CVA computation Quantitative Finance | 2018-09-19 | Paper |
| Counterparty risk and funding: the four wings of the TVA International Journal of Theoretical and Applied Finance | 2013-06-24 | Paper |
Research outcomes over time
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