Silvana Musti

From MaRDI portal
Person:621670

Available identifiers

zbMath Open musti.silvanaMaRDI QIDQ621670

List of research outcomes





PublicationDate of PublicationType
Amortization dismantling to remove any doubt of anatocism2024-12-23Paper
Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model2011-01-28Paper
Term structure of interest rates and the expectation hypothesis: The Euro area2007-12-10Paper
A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models2004-11-22Paper

Research outcomes over time

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