INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA von ANTONACCI, FLAVIA, COSTANTINI, CRISTINA, D’IPPOLITI, FERNANDA, PAPI, MARCO

Volltext

Singular risk-neutral valuation equations von Costantini, Cristina, Papi, Marco, D’Ippoliti, Fernanda

Volltext

EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS von D'IPPOLITI, FERNANDA, MORETTO, ENRICO, PASQUALI, SARA, TRIVELLATO, BARBARA

Volltext

In The Margins von Albanese, Claudio, D'Ippoliti, Fernanda, Pietronero, Giacomo

Volltext

Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives von Antonacci, Flavia, Costantini, Cristina, D'Ippoliti, Fernanda, Papi, Marco

Volltext bestellen

Exact and approximated option pricing in a stochastic volatility jump-diffusion model von D’Ippoliti, Fernanda, Moretto, Enrico, Pasquali, Sara, Trivellato, Barbara

Volltext

Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives von Antonacci, Flavia, Costantini, Cristina, D'Ippoliti, Fernanda, Papi, Marco

Volltext