Giovanni Salvi
From MaRDI portal
Person:2637383
Available identifiers
zbMath Open salvi.giovanniMaRDI QIDQ2637383
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 |
|---|---|---|
| Bivariate semi-Markov reward chain and credit spreads | 2019-06-18 | Paper |
| Bivariate semi-Markov process for counterparty credit risk | 2014-06-11 | Paper |
| COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES | 2014-04-25 | Paper |
| A semi-Markov modulated interest rate model | 2014-02-11 | Paper |
Research outcomes over time
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