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Zorana Grbac
Publication Activity (10 Years)
Years Active: 2013-2015
Publications (10 Years): 0
Top Topics
Mathematical Framework
Machine Learning Algorithms
Maximum Likelihood
Statistical Model
Top Venues
SIAM J. Financial Math.
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Publications
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Zorana Grbac
,
Antonis Papapantoleon
,
John Schoenmakers
,
David Skovmand
Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration.
SIAM J. Financial Math.
6 (1) (2015)
Ernst Eberlein
,
Zorana Grbac
,
Thorsten Schmidt
Discrete Tenor Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Lévy Processes.
SIAM J. Financial Math.
4 (1) (2013)