David Skovmand

Orcid: 0000-0003-4815-6808

According to our database1, David Skovmand authored at least 3 papers between 2010 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2020
Rational Models for Inflation-Linked Derivatives.
SIAM J. Financial Math., 2020

2015
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration.
SIAM J. Financial Math., 2015

2010
Numerical Methods for the Lévy LIBOR Model.
Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010


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