GRASSELLI, Martino
GRASSELLI, Martino
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Risultati 1 - 8 di 8 (tempo di esecuzione: 0.014 secondi).
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
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
Méthodes récentes de gestion des fonds de retraite.
2004-01-01 Grasselli, Martino
Optimal Design of the Guarantee for Defined Contribution Funds.
2004-01-01 G., Deelstra; Grasselli, Martino; P. F., Koehl
Smiles all around: FX joint calibration in a multi-Heston model
2013-01-01 De Col, Alvise; Gnoatto, Alessandro; Grasselli, Martino
THE EXPLICIT LAPLACE TRANSFORM FOR THE WISHART PROCESS
2014-01-01 Gnoatto, A; Grasselli, M
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| 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 | |
| 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 | |
| Méthodes récentes de gestion des fonds de retraite. | 1-gen-2004 | Grasselli, Martino | |
| Optimal Design of the Guarantee for Defined Contribution Funds. | 1-gen-2004 | G., Deelstra; Grasselli, Martino; P. F., Koehl | |
| Smiles all around: FX joint calibration in a multi-Heston model | 1-gen-2013 | De Col, Alvise; Gnoatto, Alessandro; Grasselli, Martino | |
| THE EXPLICIT LAPLACE TRANSFORM FOR THE WISHART PROCESS | 1-gen-2014 | Gnoatto, A; Grasselli, M |