Gemma Colldeforns-Papiol

Publication Activity (10 Years)

Years Active: 2018-2019
Publications (10 Years): 2

Top Topics

Robust Optimization

Stochastic Processes

Statistical Models

Top Venues

J. Comput. Appl. Math.

Int. J. Comput. Math.

Publications

Gemma Colldeforns-Papiol, Luis Ortiz-Gracia, Cornelis W. Oosterlee
Quantifying credit portfolio losses under multi-factor models. Int. J. Comput. Math. 96 (11) (2019)
Gemma Colldeforns-Papiol, Luis Ortiz-Gracia
Computation of market risk measures with stochastic liquidity horizon. J. Comput. Appl. Math. 342 (2018)