Silvana Musti
From MaRDI portal
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
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