BAVIERA, ROBERTO

BAVIERA, ROBERTO  

DIPARTIMENTO DI MATEMATICA  

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Risultati 1 - 20 di 35 (tempo di esecuzione: 0.021 secondi).
Titolo Data di pubblicazione Autori File
A closed formula for illiquid corporate bonds and an application to the European market 1-gen-2021 Baviera R. +
A fast Monte Carlo scheme for additive processes and option pricing 1-gen-2023 Azzone, MicheleBaviera, Roberto
A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS 1-gen-2000 BAVIERA, ROBERTO +
A joint model for temperature and natural gas with an application to the US market 1-gen-2017 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 +
A Note on Dual-Curve Construction: Mr. Crab's Bootstrap 1-gen-2015 BAVIERA, ROBERTO +
A perturbative approach to Bermudan options pricing with applications 1-gen-2013 BAVIERA, ROBERTO +
A simple solution for sticky cap and sticky floor 1-gen-2007 BAVIERA, ROBERTO
A variational approach to Ising spin glasses in finite dimensions 1-gen-1998 BAVIERA, ROBERTO +
Additive normal tempered stable processes for equity derivatives and power-law scaling 1-gen-2022 Azzone M.Baviera R.
Antipersistent Markov behavior in foreign exchange markets 1-gen-2002 BAVIERA, ROBERTO +
Back-of-the-envelope Swaptions in a Very Parsimonious Multi-Curve Interest Rate Model 1-gen-2019 Baviera R.
BOND MARKET MODEL 1-gen-2006 BAVIERA, ROBERTO
Cluster approximation for Ising spin glasses 1-gen-1998 BAVIERA, ROBERTO +
Correlations and multi-affinity in high frequency financial datasets 1-gen-2001 BAVIERA, ROBERTO +
CVA with Wrong Way Risk in the presence of early exercise 1-gen-2016 BAVIERA, ROBERTOLA BUA, GAETANO +
Daily middle-term probabilistic forecasting of power consumption in North-East England 1-gen-2023 Baviera, RobertoMessuti, Giuseppe
Growth optimal investment and pricing of derivatives 1-gen-2000 BAVIERA, ROBERTO +
Is the Comprehensive Assessment able to capture banks’ risks? 1-gen-2016 BARUCCI, EMILIOBAVIERA, ROBERTO +