Gemma Colldeforns-Papiol

According to our database, Gemma Colldeforns-Papiol authored at least 2 papers between 2018 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

Quantifying credit portfolio losses under multi-factor models.

Gemma Colldeforns-Papiol, Luis Ortiz-Gracia, Cornelis W. Oosterlee

Int. J. Comput. Math., 2019

2018

Computation of market risk measures with stochastic liquidity horizon.

Gemma Colldeforns-Papiol, Luis Ortiz-Gracia

J. Comput. Appl. Math., 2018