Viviana Fanelli

Available identifiers

Publication	Date of Publication	Type
Amortization dismantling to remove any doubt of anatocism	2024-12-23	Paper
Seasonality in commodity prices: new approaches for pricing plain vanilla options	2024-06-04	Paper
Long memory and crude oil's price predictability	2021-11-08	Paper
A nonlinear dynamic model for credit risk contagion	2021-02-02	Paper
On the seasonality in the implied volatility of electricity options	2019-09-26	Paper
Implications of implicit credit spread volatilities on interest rate modelling	2018-02-06	Paper
A defaultable HJM modelling of the Libor rate for pricing basis swaps after the credit crunch	2016-10-07	Paper
A time delay model for the diffusion of a new technology	2012-05-20	Paper
Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model	2011-01-28	Paper

This page was built for person: Viviana Fanelli