Sfoglia per Autore
Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems
2020-01-01 Antonelli, Fabio; Cortellessa, Vittorio; Gribaudo, Marco; Pinciroli, Riccardo; Trivedi, Kishor S.; Catiatrubiani,
A moment matching method for option pricing under stochastic interest rates
2021-01-01 Antonelli, F.; Ramponi, A.; Scarlatti, S.
CVA and VULNERABLE OPTIONS in STOCHASTIC VOLATILITY MODELS
2021-01-01 Alos, E.; Antonelli, F.; Ramponi, A.; Scarlatti, S.
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model
2022-01-01 Antonelli, F.; Ramponi, A.; Scarlatti, S.
Approximate value adjustments for European claims
2022-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
CVA in fractional and rough volatility models
2023-01-01 Alòs, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities
2023-01-01 Antonelli, F; D'Ambrosio, R; Gallo, I
Wrong Way Risk corrections to CVA in CIR reduced-form models
2023-01-01 Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
Probabilistic and statistical methods in commodity risk management
2023-01-01 Antonelli, Fabio; Cerqueti, Roy; Ramponi, Alessandro; Scarlatti, Sergio
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems | 1-gen-2020 | Antonelli, Fabio; Cortellessa, Vittorio; Gribaudo, Marco; Pinciroli, Riccardo; Trivedi, Kishor S.; Catiatrubiani, | |
| A moment matching method for option pricing under stochastic interest rates | 1-gen-2021 | Antonelli, F.; Ramponi, A.; Scarlatti, S. | |
| CVA and VULNERABLE OPTIONS in STOCHASTIC VOLATILITY MODELS | 1-gen-2021 | Alos, E.; Antonelli, F.; Ramponi, A.; Scarlatti, S. | |
| On a convergent power series method to price defaultable bonds in a Vasicek-CIR model | 1-gen-2022 | Antonelli, F.; Ramponi, A.; Scarlatti, S. | |
| Approximate value adjustments for European claims | 1-gen-2022 | Antonelli, F; Ramponi, A; Scarlatti, S | |
| CVA in fractional and rough volatility models | 1-gen-2023 | Alòs, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio | |
| Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities | 1-gen-2023 | Antonelli, F; D'Ambrosio, R; Gallo, I | |
| Wrong Way Risk corrections to CVA in CIR reduced-form models | 1-gen-2023 | Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio | |
| Probabilistic and statistical methods in commodity risk management | 1-gen-2023 | Antonelli, Fabio; Cerqueti, Roy; Ramponi, Alessandro; Scarlatti, Sergio |
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