Zorana Grbac

According to our database1, Zorana Grbac authored at least 2 papers between 2013 and 2015.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

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

2013
Discrete Tenor Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Lévy Processes.
SIAM J. Financial Math., 2013


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