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 |
|---|---|---|
| Hedging efficiently under correlation Quantitative Finance | 2018-11-19 | Paper |
| Counterparty credit risk, collateral and funding. With pricing cases for all asset classes | 2014-05-27 | Paper |
| Counterparty risk pricing: impact of closeout and first-to-default times International Journal of Theoretical and Applied Finance | 2012-11-22 | Paper |
| No-armageddon measure for arbitrage-free pricing of index options in a credit crisis Mathematical Finance | 2011-11-21 | Paper |
| An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling Applied Mathematical Finance | 2007-02-15 | Paper |
| The LIBOR model dynamics: Approximations, calibration and diagnostics European Journal of Operational Research | 2005-01-12 | Paper |
Research outcomes over time
This page was built for person: Massimo Morini
