Researcher
Yannick Malevergne
Persistent identifiers
References for this unit in public registries: they allow cross-checking with other sources and do not change when the name does.
Affiliation
Fields of expertise
Wishart
swaptions
Zipf's Law
spreads
Multi-Curve
swaption
term structure
temporal dynamics
6 publications in HAL since 2022.
Data provenance
Sources : scanR, HAL. Data compiled on 27/10/2026. Found an error? It is corrected in the original source (HAL, RNSR, directory); see how.