Massimo Morini

Available identifiers

zbMath Open morini.massimoMaRDI QIDQ704055

List of research outcomes

Publication	Date of Publication	Type
Hedging efficiently under correlation	2018-11-19	Paper
Counterparty Credit Risk, Collateral and Funding	2014-05-27	Paper
COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES	2012-11-22	Paper
NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS	2011-11-21	Paper
An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling	2007-02-15	Paper
The LIBOR model dynamics: Approximations, calibration and diagnostics	2005-01-12	Paper

Research outcomes over time

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