Camilla Pisani

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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 multivariate mixture dynamics model: shifted dynamics and correlation skew
Annals of Operations Research
2021-11-08Paper
Simple simulation schemes for CIR and Wishart processes
International Journal of Theoretical and Applied Finance
2014-04-25Paper


Research outcomes over time


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