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Citations per year
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Cited by
All
Since 2019
Citations
21
21
h-index
3
3
i10-index
1
1
0
8
4
2021
2022
2023
2024
2
8
8
3
Co-authors
Claudio Fontana
University of Padova, Italy
Verified email at math.univ-paris-diderot.fr
Alessandro Gnoatto
University of Verona - Dep. of Economics
Verified email at alessandrognoatto.com
Aurélien Alfonsi
Ecole des Ponts ParisTech and Inria
Verified email at enpc.fr
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Guillaume Szulda
CERMICS,
École des Ponts ParisTech
Verified email at enpc.fr -
Homepage
Applied Mathematics
Probability Theory
Statistics
Articles
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Cited by
Year
Multiple yield curve modelling with CBI processes
C Fontana, A Gnoatto, G Szulda
Mathematics and Financial Economics 15, 579-610
, 2021
11
2021
CBI-time-changed Lévy processes
C Fontana, A Gnoatto, G Szulda
Stochastic Processes and their Applications 163, 323-349
, 2023
3
2023
CBI-time-changed Lévy processes for multi-currency modeling
C Fontana, A Gnoatto, G Szulda
Annals of Operations Research, 1-26
, 2022
3
2022
Branching processes and multiple term structure modeling
G Szulda
Université Paris Cité
, 2021
3
2021
On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
A Alfonsi, G Szulda
arXiv preprint arXiv:2402.19203
, 2024
1
2024
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