MARAZZINA, DANIELE
MARAZZINA, DANIELE
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Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
Hilbert transform, spectral filters and option pricing
2018-01-01 Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido
Integrated structural approach to Credit Value Adjustment
2019-01-01 Ballotta, L.; Fusai, G.; Marazzina, D.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options | 1-gen-2018 | Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido | |
| Hilbert transform, spectral filters and option pricing | 1-gen-2018 | Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido | |
| Integrated structural approach to Credit Value Adjustment | 1-gen-2019 | Ballotta, L.; Fusai, G.; Marazzina, D. |