| 4
result(s) -
Result(s) 1 to
4 |
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| 1. | Pricing the smile in a forward LIBOR market model
Publishing author: MERCURIO Fabio
Co-author(s):
Working paper (2002 - Banca IMI) - English
Online since 2002.11.15 at 15:50:06 -
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Abstract | Download (.pdf - 375 KB) - Zip version (309 KB) |
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| 2. | Parameterizing correlations: a geometric interpretation
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco
Working paper (2002 - Banca IMI) - English
Online since 2002.11.22 at 09:23:38 -
161 download(s) - 0
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Abstract | Download (.pdf - 231 KB) - Zip version (194 KB) |
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| 3. | Approximated moment-matching dynamics
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco / SCOTTI Rita
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:46:45 -
121 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 374 KB) - Zip version (332 KB) |
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| 4. | Alternative Asset-Price Dynamics and Volatility Smile
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / SARTORELLI Giulio
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:01:45 -
190 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 261 KB) - Zip version (217 KB) |
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