Browsing by Author Colldeforns Papiol, Gemma
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| Nov-2018 | Computation of market risk measures with stochastic liquidity horizon | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis |
| 24-Jun-2013 | Invariants homològics de nusos | Colldeforns Papiol, Gemma |
| Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
| Jul-2017 | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |