Diana Dorobantu (SAF)

Identifiers

• name variant Diana Dorobantu (SAF) 0.60 · backfill

Papers (3)

1. Risk assessment using suprema data math.PR · 2017 · author #2
2. First passage time law for some jump-diffusion processes : existence of a density math.PR · 2009 · author #2
3. An extension of Davis and Lo's contagion model q-fin.RM · 2009 · author #2

Mentions

• 0904.1669 #2 · backfill · confidence 0.70 Diana Dorobantu (SAF)
• 0904.1653 #2 · backfill · confidence 0.70 Diana Dorobantu (SAF)

Frequent Coauthors

• Areski Cousin (SAF) 1 shared papers
• Christophette Blanchet-Scalliet (ICJ) 1 shared papers
• Didier Rulli\`ere (SAF) 1 shared papers
• Laura Gay (ICJ) 1 shared papers
• Laure Coutin (MAP5) 1 shared papers
• Pierre Ribereau (ICJ) 1 shared papers
• V\'eronique Maume-Deschamps (ICJ) 1 shared papers