David Sloth

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 2

Top Topics

Kullback Leibler Divergence

Exponential Distributions

Factors That Influence

Accurate Models

Top Venues

SIAM J. Financial Math.

Publications

Henrik T. Dam, Andrea Macrina, David Skovmand, David Sloth
Rational Models for Inflation-Linked Derivatives. SIAM J. Financial Math. 11 (4) (2020)
Elisa Nicolato, Camilla Pisani, David Sloth
The Impact of Jump Distributions on the Implied Volatility of Variance. SIAM J. Financial Math. 8 (1) (2017)