Costanza Torricelli

Available identifiers

Publication	Date of Publication	Type
Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise	2017-11-16	Paper
On the no-arbitrage condition in option implied trees	2009-01-22	Paper
A multiperiod binomial model for pricing options in a vague world	2008-10-24	Paper
The pricing of options on an interval binomial tree. An application to the DAX-index option market	2005-01-12	Paper
Implied trees in illiquid markets: A Choquet pricing approach	2002-12-17	Paper
The rational expectation dynamics of a model for the term structure and monetary policy	2002-06-26	Paper
A comparative evaluation of alternative models of the term structure of interest rates	1998-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q4035798	1993-05-18	Paper

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