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Mostrati risultati da 1 a 8 di 8
Optimal Design of the Guarantee for Defined Contribution Funds.
2004-01-01 G., Deelstra; Grasselli, Martino; P. F., Koehl
Méthodes récentes de gestion des fonds de retraite.
2004-01-01 Grasselli, Martino
Smiles all around: FX joint calibration in a multi-Heston model
2013-01-01 De Col, Alvise; Gnoatto, Alessandro; Grasselli, Martino
A flexible matrix Libor model with smiles
2013-01-01 Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates
2014-01-01 Gnoatto, Alessandro; Grasselli, Martino
THE EXPLICIT LAPLACE TRANSFORM FOR THE WISHART PROCESS
2014-01-01 Gnoatto, A; Grasselli, M
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
2015-01-01 Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino
General closed-form basket option pricing bounds
2016-01-01 Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Optimal Design of the Guarantee for Defined Contribution Funds. | 1-gen-2004 | G., Deelstra; Grasselli, Martino; P. F., Koehl | |
Méthodes récentes de gestion des fonds de retraite. | 1-gen-2004 | Grasselli, Martino | |
Smiles all around: FX joint calibration in a multi-Heston model | 1-gen-2013 | De Col, Alvise; Gnoatto, Alessandro; Grasselli, Martino | |
A flexible matrix Libor model with smiles | 1-gen-2013 | Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino | |
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates | 1-gen-2014 | Gnoatto, Alessandro; Grasselli, Martino | |
THE EXPLICIT LAPLACE TRANSFORM FOR THE WISHART PROCESS | 1-gen-2014 | Gnoatto, A; Grasselli, M | |
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models | 1-gen-2015 | Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino | |
General closed-form basket option pricing bounds | 1-gen-2016 | Caldana, Ruggero; Fusai, Gianluca; Gnoatto, Alessandro; Grasselli, Martino |
Mostrati risultati da 1 a 8 di 8
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