Riccardo Bramante
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Person:2127357
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 |
|---|---|---|
| Black's model in a negative interest rate environment, with application to OTC derivatives Computational Management Science | 2022-04-20 | Paper |
| Online detection of financial time series peaks and troughs: A probability‐based approach* Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
| Fitting financial returns distributions: a mixture normality approach Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
| An efficient method of evaluating portfolio risk and return Computational Statistics | 2015-02-18 | Paper |
| Forecasting stock index volatility Applied Stochastic Models in Business and Industry | 2001-07-11 | Paper |
Research outcomes over time
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