Giovanni Salvi
From MaRDI portal
Person:2637383
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 IMA Journal of Management Mathematics | 2019-06-18 | Paper |
| Bivariate semi-Markov process for counterparty credit risk Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
| COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| A semi-Markov modulated interest rate model Statistics & Probability Letters | 2014-02-11 | Paper |
Research outcomes over time
This page was built for person: Giovanni Salvi
