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7th Croatian Mathematical Congress: Book of Abstract / Ćurković, Andrijana; Grbac, Zorana; Jadrijević, Borka et al. (ur.)
Split: Split Mathematical Society, Split; University of Split, Faculty of Science, 2022
Eberlein, Ernst ; Grbac, Zorana
Rating based Lévy Libor model // Mathematical finance, 23 (2013), 4; 591-626. doi: 10.1111/j.1467-9965.2011.00514.x
Grbac, Zorana ; Papapantoleon, Antonis
A tractable LIBOR model with default risk // Mathematics and financial economics, 7 (2013), 2; 203-227
Eberlein, Ernst ; Grbac, Zorana ; Schmidt, Thorsten
Discrete tenor models for credit risky portfolios driven by time-inhomogeneous Lévy processes // SIAM Journal on Financial Mathematics, 4 (2013), 1; 616-649. doi: 10.1137/110827132
Gehmlich, Frank ; Grbac, Zorana ; Schmidt, Thorsten
Pricing and calibration in market models // Credit securitisations and derivatives : challenges for the global markets / Rösch, Daniel ; Scheule, Harald (ur.). Chichester: John Wiley & Sons, 2013. str. 245-270
Crépey, Stéphane ; Grbac, Zorana ; Nguyen Hai-Nam
A multiple-curve HJM model of interbank risk // Mathematics and financial economics, 6 (2012), 3; 155-190
Crépey, Stéphane ; Gerboud, Rémi ; Grbac, Zorana ; Ngor, Nathalie
Counterparty risk and funding: The four wings of the TVA // International journal of theoretical and applied finance, 16 (2012), 1350006-1-1350006-31. doi: 10.1142/S0219024913500064
Grbac, Zorana
Credit Risk in Lévy Libor Modeling: Rating Based Approach / Eberlein, Ernst (mentor);
Freiburg, . 2010
Grbac, Zorana ; Eberlein, Ernst
Rating based Lévy Libor model // 9th German Open Conference on Probability and Statistics. 2010. str. 231-232
Grbac, Zorana ; Eberlein, Ernst
Credit rating-based Lévy Libor model // Concluding Workshop, Special Semester on Stochastics with Emphasis on Finance
Linz, Austrija, 02.12.2008-04.12.2008
