Sidy Diop
Group Member:



Publications:

[1] Di Francesco M., Diop S., Pascucci A.,
CDS calibration under an extended JDCEV model
To appear in Internat. J. Comput. Math., 2018

[2] De Marchi G.L., Di Francesco M., Diop S., Pascucci A.,
Sovereign CDS calibration under a hybrid Sovereign Risk Model
Preprint, 2017


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