The following pages link to Riccardo Brignone (Q2120599):
Displaying 10 items.
- Arbitrage-free Nelson-Siegel model for multiple yield curves (Q2120601) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
- Unified moment-based modeling of integrated stochastic processes (Q6598921) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
