The following pages link to Silvana Musti (Q621670):
Displaying 3 items.
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921) (← links)
- Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244) (← links)
