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Sidi Diop
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Em Algorithm
Modeling Framework
Autoregressive
Linear Model
Top Venues
Commun. Nonlinear Sci. Numer. Simul.
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Publications
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María del Carmen Calvo-Garrido
,
Sidi Diop
,
Andrea Pascucci
,
Carlos Vázquez
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model.
Commun. Nonlinear Sci. Numer. Simul.
102 (2021)