Silvana Musti

Available identifiers

zbMath Open musti.silvanaMaRDI QIDQ621670

List of research outcomes

Publication	Date of Publication	Type
Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model	2011-01-28	Paper
Term structure of interest rates and the expectation hypothesis: The Euro area	2007-12-10	Paper
A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models	2004-11-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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