Federico Graceffa

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Mild to classical solutions for XVA equations under stochastic volatility
SIAM Journal on Financial Mathematics
2024-05-06Paper
Price impact on term structure
Quantitative Finance
2022-04-05Paper
Common noise pullback attractors for stochastic dynamical systems2021-08-11Paper


Research outcomes over time


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