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Nathalie Ngor · Study
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Nathalie Ngor
2 works
· latest 2014
· 2 institutions
cluster: provisional
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Most cited in this library
COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA
2013 · 44 citations
A Lévy HJM multiple-curve model with application to CVA computation
2014 · 36 citations
Works
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A Lévy HJM multiple-curve model with application to CVA computation
Quantitative Finance
·
2014
·
4 authors
·
Open access
36
citations
COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA
International Journal of Theoretical and Applied Finance
·
2013
·
4 authors
·
Open access
44
citations