Andrea Macrina
- Levy Random Bridges and the Modelling of Financial Information
2009/12/18 by Edward Hoyle, Hoyle, Edward, Lane P. Hughston +3 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #General Finance (q-fin.GN) #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #q-fin.GN #q-fin.PR
- Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
2015/02/25 by Stéphane Crépey, Stephane Crepey, Crepey, Stephane +6 · 1 citation
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Economics and business #Insurance and Financial Risk Management #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #q-fin.MF