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  1. Rough stochastic volatility modeling
    By : Dupret, Jean-Loup[UCL] Directed by : Barbarin, Jérôme[UCL] (2020) Faculté des sciences

  2. CVA VaR: Analytical approximation vs Basel standard formulae
    By : Brou, Bertrand[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Faculté des sciences

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