关注
Guillaume Szulda
Guillaume Szulda
CERMICS, École des Ponts ParisTech
在 enpc.fr 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Multiple yield curve modelling with CBI processes
C Fontana, A Gnoatto, G Szulda
Mathematics and Financial Economics 15, 579-610, 2021
112021
CBI-time-changed Lévy processes for multi-currency modeling
C Fontana, A Gnoatto, G Szulda
Annals of Operations Research 336 (1), 127-152, 2024
32024
On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
A Alfonsi, G Szulda
arXiv preprint arXiv:2402.19203, 2024
32024
CBI-time-changed Lévy processes
C Fontana, A Gnoatto, G Szulda
Stochastic Processes and their Applications 163, 323-349, 2023
32023
Branching processes and multiple term structure modeling
G Szulda
Université Paris Cité, 2021
32021
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