Francesco Rapisarda
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Person:2241130
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 |
|---|---|---|
| The multivariate mixture dynamics model: shifted dynamics and correlation skew Annals of Operations Research | 2021-11-08 | Paper |
| Approximated moment-matching dynamics for basket-options pricing Quantitative Finance | 2019-01-15 | Paper |
| Parameterizing correlations: a geometric interpretation IMA Journal of Management Mathematics | 2007-11-27 | Paper |
| Implementation and performance of various stochastic models for interest rate derivatives Applied Stochastic Models in Business and Industry | 2001-07-11 | Paper |
Research outcomes over time
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