BRIGNONE, RICCARDO
 Distribuzione geografica
Continente #
EU - Europa 1
Totale 1
Nazione #
IT - Italia 1
Totale 1
Città #
Florence 1
Totale 1
Nome #
Exact Simulation of the Multifactor Ornstein–Uhlenbeck Driven Stochastic Volatility Model 2
Asian options pricing in Hawkes-type jump-diffusion models 1
Unified Moment-Based Modeling of Integrated Stochastic Processes 1
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 1
Arbitrage-free Nelson–Siegel model for multiple yield curves 1
Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants 1
Moments of integrated exponential Lévy processes and applications to Asian options pricing 1
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models 1
Exact simulation of the Hull and White stochastic volatility model 1
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 1
Totale 11
Categoria #
all - tutte 119
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 119


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2024/202511 0 0 0 11 0 0 0 0 0 0 0 0
Totale 11