RAMPONI, ALESSANDRO
RAMPONI, ALESSANDRO
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Risultati 1 - 5 di 5 (tempo di esecuzione: 0.005 secondi).
A moment matching method for option pricing under stochastic interest rates
2021-01-01 Antonelli, F.; Ramponi, A.; Scarlatti, S.
CVA and vulnerable options pricing by correlation expansions
2019-01-01 Antonelli, F.; Ramponi, A.; Scarlatti, S.
CVA in fractional and rough volatility models
2023-01-01 Alòs, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model
2022-01-01 Antonelli, F.; Ramponi, A.; Scarlatti, S.
Option-based risk management of a bond portfolio under regime switching interest rates
2013-01-01 Antonelli, Fabio; Ramponi, A; Scarlatti, S.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| 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. | |
| CVA in fractional and rough volatility models | 1-gen-2023 | Alòs, Elisa; 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. | |
| Option-based risk management of a bond portfolio under regime switching interest rates | 1-gen-2013 | Antonelli, Fabio; Ramponi, A; Scarlatti, S. |