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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model

2023Quantitative FinanceJournal

10.1080/14697688.2023.2174040 Full text1 citations

Authors

3 authors across 4 institutions in 3 countries.

Olivier Menoukeu-PamenFirst author
- African Institute for Mathematical Sciences Ghana (GH)
Guangli Xu
Xiaoyang ZhuoSenior authorCorresponding

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Stochastic processes and financial applicationslevel 3 · 1.00
Monetary Policy and Economic Impactlevel 3 · 0.99
Financial Risk and Volatility Modelinglevel 3 · 0.99

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 5, 2026
2023 · Quantitative Finance · 1 citations
https://openalex.org/W4321616456

Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model · Sankore