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 |
|---|---|---|
| A new class of multidimensional Wishart-based hybrid models Decisions in Economics and Finance | 2022-06-17 | Paper |
| On the application of Wishart process to the pricing of equity derivatives: the multi-asset case Computational Management Science | 2021-11-24 | Paper |
| Calibration and advanced simulation schemes for the Wishart stochastic volatility model Quantitative Finance | 2019-09-26 | Paper |
| On relative performance, remuneration and risk taking of asset managers Annals of Finance | 2018-12-10 | Paper |
| CVA with Wrong-Way Risk in the Presence of Early Exercise Innovations in Derivatives Markets | 2018-10-22 | Paper |
Research outcomes over time
This page was built for person: Gaetano La Bua
