Massimo Morini
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Hedging efficiently under correlation Quantitative Finance | 2018-11-19 | Paper |
| Counterparty credit risk, collateral and funding. With pricing cases for all asset classes | 2014-05-27 | Paper |
| Counterparty risk pricing: impact of closeout and first-to-default times International Journal of Theoretical and Applied Finance | 2012-11-22 | Paper |
| No-armageddon measure for arbitrage-free pricing of index options in a credit crisis Mathematical Finance | 2011-11-21 | Paper |
| An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling Applied Mathematical Finance | 2007-02-15 | Paper |
| The LIBOR model dynamics: Approximations, calibration and diagnostics European Journal of Operational Research | 2005-01-12 | Paper |
Research outcomes over time
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