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1دورية أكاديمية
المؤلفون: Njike Leunga, Charles GuyAff1, IDs1043602300436z_cor1, Hainaut, Donatien
المصدر: Annals of Finance. :1-43
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2دورية أكاديمية
المؤلفون: Njike Leunga, Charles GuyAff1, IDs11009022099318_cor1, Hainaut, Donatien
المصدر: Methodology and Computing in Applied Probability. 24(2):963-990
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3
المؤلفون: Njike Leunga, Charles Guy
المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles, UCL - Faculté des Sciences, Hainaut, Donatien, Devolder, Pierre, Denuit, Michel, Iania, Léonardo, Chen, Maggie, Deelstra, Griselda, Barbarin, Jérôme
مصطلحات موضوعية: Option pricing, Asset modelling, Hawkes processes, Interbank credit risk modelling
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1493::be8220da51132e94179cf2761d611f6d
https://hdl.handle.net/2078.1/275261 -
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المؤلفون: Njike Leunga, Charles Guy, Hainaut, Donatien
المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
مصطلحات موضوعية: Variable annuity, Fourier transform, Hidden Markov chain, Self-exciting
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1493::578b9770d6a2b6b38ab7ea5db88d4b4e
https://hdl.handle.net/2078.1/246697 -
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المؤلفون: Njike Leunga, Charles Guy, Hainaut, Donatien
المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles
مصطلحات موضوعية: Interest rates, multiple-curves, self-exciting process, simple forward Libor rate
URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______1493::2c8b1cd2aecf8df87146b84890afcc0d
https://hdl.handle.net/2078.1/219344 -
6تقرير
المؤلفون: Njike Leunga, Charles Guy, Hainaut, Donatien
المصدر: Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), LIDAM Reprints ISBA.
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7تقرير
المؤلفون: Njike Leunga, Charles Guy, Hainaut, Donatien
المصدر: Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), LIDAM Discussion Papers ISBA.
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8تقرير
المؤلفون: Njike Leunga, Charles Guy, Hainaut, Donatien
المصدر: Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), LIDAM Discussion Papers ISBA.