RAMPONI, ALESSANDRO

RAMPONI, ALESSANDRO  

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Titolo Data di pubblicazione Autore(i) File
Probabilistic and statistical methods in commodity risk management 1-gen-2023 Antonelli, Fabio; Cerqueti, Roy; Ramponi, Alessandro; Scarlatti, Sergio
CVA in fractional and rough volatility models 1-gen-2023 Alòs, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
Wrong Way Risk corrections to CVA in CIR reduced-form models 1-gen-2023 Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
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
A moment matching method for option pricing under stochastic interest rates 1-gen-2021 Antonelli, F.; Ramponi, A.; Scarlatti, S.
CVA and vulnerable options pricing by correlation expansions 1-gen-2019 Antonelli, F.; Ramponi, A.; Scarlatti, S.
Option-based risk management of a bond portfolio under regime switching interest rates 1-gen-2013 Antonelli, Fabio; Ramponi, A; Scarlatti, S.