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 |
|---|---|---|
| Amortization dismantling to remove any doubt of anatocism Decisions in Economics and Finance | 2024-12-23 | Paper |
| Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model European Journal of Operational Research | 2011-01-28 | Paper |
| Term structure of interest rates and the expectation hypothesis: The Euro area European Journal of Operational Research | 2007-12-10 | Paper |
| A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models European Journal of Operational Research | 2004-11-22 | Paper |
Research outcomes over time
This page was built for person: Silvana Musti
