An Elementary Introduction to Stochastic Interest Rate Modeling
2012 · Advanced series on statistical science and applied probability · 15 citations
https://doi.org/10.1142/8416
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Nicolas Privault
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Nicolas Privault is an academic researcher from Nanyang Technological University. The author has contributed to research in topics: Stochastic processes and financial applications & Stochastic processes and statistical mechanics & Random Matrices and Applications. The author has an h-index of 24, co-authored 319 publications.
ORCID: 0000-0003-4148-8543Papers by this author
worksCalcul des variations stochastique pour les martingales
2014 · 3 citations
Krawtchouk polynomials and iterated stochastic integration
2000 · Data Archiving and Networked Services (DANS) · 1 citations
Algèbre des structures de Dirichlet
1990 · HAL (Le Centre pour la Communication Scientifique Directe) · 0 citations
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