David Glavind Skovmand
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4815-6808
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- 2016
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Crepey, S., Macrina, A., Nguyen, T. M. & Skovmand, David Glavind, 2016, In: Quantitative Finance. 16, 6Research output: Contribution to journal › Journal article › Research › peer-review
ID: 152302107
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Numerical methods for the Lévy LIBOR model
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Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review