The following pages link to Claudio Fontana (Q271851):
Displaying 40 items.
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- The strong predictable representation property in initially enlarged filtrations under the density hypothesis (Q681997) (← links)
- Information, no-arbitrage and completeness for asset price models with a change point (Q740193) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- Sharpness of Lenglart's domination inequality and a sharp monotone version (Q2064872) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- Martingale spaces and representations under absolutely continuous changes of probability (Q2332990) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) (← links)
- A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- (Q2888099) (← links)
- No-arbitrage Conditions and Absolutely Continuous Changes of Measure (Q3195059) (← links)
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- On the existence of sure profits via flash strategies (Q5226247) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- Affine multiple yield curve models (Q5377184) (← links)
- Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates (Q5886356) (← links)
- Financial markets theory. Equilibrium, efficiency and information (Q5892419) (← links)
- Valuation of general GMWB annuities in a low interest rate environment (Q6072272) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
- Term structure modeling with overnight rates beyond stochastic continuity (Q6178393) (← links)
