David Skovmand

According to our database, David Skovmand authored at least 3 papers between 2010 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of six.

2020

Rational Models for Inflation-Linked Derivatives.

Henrik T. Dam, Andrea Macrina, David Skovmand, David Sloth

SIAM J. Financial Math., 2020

2015

Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration.

Zorana Grbac, Antonis Papapantoleon, John Schoenmakers, David Skovmand

SIAM J. Financial Math., 2015

2010

Numerical Methods for the Lévy LIBOR Model.

Antonis Papapantoleon, David Skovmand

Proceedings of the Euro-Par 2010 Parallel Processing Workshops, 2010