Guillaume Roussellet
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Person:494364
Available identifiers
zbMath Open roussellet.guillaumeMaRDI QIDQ494364
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 |
|---|---|---|
| Scenario generation for long run interest rate risk assessment | 2017-11-07 | Paper |
| Staying at zero with affine processes: an application to term structure modelling | 2017-11-07 | Paper |
| A quadratic Kalman filter | 2015-09-01 | Paper |
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