Giovanni Salvi
From MaRDI portal
Person:2637383
Available identifiers
zbMath Open salvi.giovanniMaRDI QIDQ2637383
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Giovanni Salvi
