Statistics
Publications
2
Citations
84
H-Index
2
Active since
2013
Affiliations
Université d'Évry Val-d'Essonne(Current)
Nathalie Ngor is an author at Université d'Évry Val-d'Essonne specializing in business, finance, and counterparty risk.
Publications per year
2013–2014
2
2
A Lévy HJM multiple-curve model with application to CVA computation
Stéphane Crépey, Zorana Grbac, Nathalie Ngor et al. · Quantitative Finance · 2014 · 38 citations · Full text
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