Sidy Diop

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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!

PublicationDate of PublicationType
CDS calibration under an extended JDCEV model
International Journal of Computer Mathematics
2022-02-16Paper
Sovereign CDS calibration under a hybrid sovereign risk model
Applied Mathematical Finance
2019-05-08Paper


Research outcomes over time


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