Browsing by Author Colldeforns Papiol, Gemma
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| Issue Date | Title | Author(s) |
|---|---|---|
| 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.) |