Gaetano La Bua

Available identifiers

zbMath Open la-bua.gaetanoMaRDI QIDQ1630430

List of research outcomes

Publication	Date of Publication	Type
A new class of multidimensional Wishart-based hybrid models	2022-06-17	Paper
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case	2021-11-24	Paper
Calibration and advanced simulation schemes for the Wishart stochastic volatility model	2019-09-26	Paper
On relative performance, remuneration and risk taking of asset managers	2018-12-10	Paper
CVA with Wrong-Way Risk in the Presence of Early Exercise	2018-10-22	Paper

Research outcomes over time

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