The following pages link to Sergio Scarlatti (Q165433):
Displaying 31 items.
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- A folk theorem for minority games (Q815213) (← links)
- Discounted and finitely repeated minority games with public signals (Q931784) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- A global and stochastic analysis approach to bosonic strings and associated quantum fields (Q1197338) (← links)
- Large deviations for Ising spin glasses with constrained disorder. (Q1593254) (← links)
- Optimal scaling of MaLa for nonlinear regression. (Q1879917) (← links)
- Non-symmetric Dirichlet forms on semifinite von Neumann algebras (Q1908165) (← links)
- Singular traces and compact operators (Q1912907) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Mean field models and propagation of chaos in feedforward neural networks. (Q2702449) (← links)
- RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302) (← links)
- Derivation of the time-dependent propagator for the three-dimensional Schrodinger equation with one point interaction (Q3353484) (← links)
- (Q3488205) (← links)
- (Q4263620) (← links)
- An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables (Q4311414) (← links)
- (Q4346102) (← links)
- A Variational Problem Arising from Speech Recognition (Q4388846) (← links)
- (Q4839653) (← links)
- (Q4862520) (← links)
- A remark on trace properties of K-cycles (Q4881431) (← links)
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- A probability measure for random surfaces of arbitrary genus and bosonic strings in 4 dimensions (Q5927337) (← links)
- Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)
- Enhanced Cauchy Schwarz inequality and some of its statistical applications (Q6526959) (← links)
- A moment matching method for option pricing under stochastic interest rates (Q6579672) (← links)
- Probabilistic and statistical methods in commodity risk management (Q6581585) (← links)
