RE.PUBLIC@POLIMI pubblicazioni di ricerca del Politecnico di Milano

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Titolo Data di pubblicazione Autori File
Multiscale analysis of hierarchical landscapes 1-gen-1997 BAVIERA, ROBERTO +
Cluster approximation for Ising spin glasses 1-gen-1998 BAVIERA, ROBERTO +
A variational approach to Ising spin glasses in finite dimensions 1-gen-1998 BAVIERA, ROBERTO +
Optimal Strategies for Prudent Investors 1-gen-1998 BAVIERA, ROBERTO +
Markovian approximation in foreign exchange markets 1-gen-2000 BAVIERA, ROBERTO +
Growth optimal investment and pricing of derivatives 1-gen-2000 BAVIERA, ROBERTO +
A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS 1-gen-2000 BAVIERA, ROBERTO +
Correlations and multi-affinity in high frequency financial datasets 1-gen-2001 BAVIERA, ROBERTO +
TRANSACTION COSTS: A NEW POINT OF VIEW 1-gen-2001 BAVIERA, ROBERTO
Antipersistent Markov behavior in foreign exchange markets 1-gen-2002 BAVIERA, ROBERTO +
MOVING AVERAGES AND PRICE DYNAMICS 1-gen-2002 BAVIERA, ROBERTO +
Vol-Bond: an analytical solution 1-gen-2003 BAVIERA, ROBERTO
BOND MARKET MODEL 1-gen-2006 BAVIERA, ROBERTO
A simple solution for sticky cap and sticky floor 1-gen-2007 BAVIERA, ROBERTO
A perturbative approach to Bermudan options pricing with applications 1-gen-2013 BAVIERA, ROBERTO +
A Note on Dual-Curve Construction: Mr. Crab's Bootstrap 1-gen-2015 BAVIERA, ROBERTO +
A method that reveals the multi-level ultrametric tree hidden in p -spin-glass-like systems 1-gen-2015 BAVIERA, ROBERTO +
A note on CVA and wrong way risk 1-gen-2016 BAVIERA, ROBERTOLA BUA, GAETANO +
Is the comprehensive assessment really comprehensive? 1-gen-2016 BARUCCI, EMILIOBAVIERA, ROBERTO +
CVA with Wrong Way Risk in the presence of early exercise 1-gen-2016 BAVIERA, ROBERTOLA BUA, GAETANO +
Mostrati risultati da 1 a 20 di 37
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