Federico Platania

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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
A defaultable bond model with cyclical fluctuations in the spread process
Annals of Operations Research
2022-06-13Paper
Modelling the shape of the limit order book
Quantitative Finance
2022-02-08Paper
A cyclical square-root model for the term structure of interest rates
European Journal of Operational Research
2016-06-23Paper


Research outcomes over time


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