David Glavind Skovmand

David Glavind Skovmand

Associate Professor

ORCID: 0000-0003-4815-6808

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  1. 2012

  2. Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models

    Papapantoleon, A., Schoenmakers, J. & Skovmand, David Glavind, Jun 2012, In: Journal of Computational Finance. 15, 4, p. 3-44 42 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 152302107