Michele Bonollo

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
The default risk charge approach to regulatory risk measurement processes
Dependence Modeling
2020-01-13Paper
Polynomial chaos expansion approach to interest rate models
Journal of Probability and Statistics
2018-08-14Paper
Estimating the counterparty risk exposure by using the Brownian motion local time
International Journal of Applied Mathematics and Computer Science
2017-07-27Paper
Il mercto interbancario dei depositi: Previsione a breve e gestione della riserva obbligatoria
Decisions in Economics and Finance
1999-10-05Paper
scientific article; zbMATH DE number 480289 (Why is no real title available?)1994-01-03Paper


Research outcomes over time


This page was built for person: Michele Bonollo