The following pages link to Riccardo Bramante (Q2127357):
Displayed 5 items.
- Black's model in a negative interest rate environment, with application to OTC derivatives (Q2127359) (← links)
- An efficient method of evaluating portfolio risk and return (Q2255933) (← links)
- Forecasting stock index volatility (Q2722284) (← links)
- Fitting Financial Returns Distributions: A Mixture Normality Approach (Q4561901) (← links)
- Online detection of financial time series peaks and troughs: A probability‐based approach* (Q4970286) (← links)