The following pages link to Roberto Baviera (Q212729):
Displaying 22 items.
- (Q992131) (redirect page) (← links)
- Multiscale analysis of hierarchical landscapes (Q992133) (← links)
- Antipersistent Markov behavior in foreign exchange markets (Q1611126) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- Optimal strategies for prudent investors (Q2703109) (← links)
- MOVING AVERAGES AND PRICE DYNAMICS (Q3022065) (← links)
- A method that reveals the multi-level ultrametric tree hidden in p -spin-glass-like systems (Q3302173) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- TRANSACTION COSTS: A NEW POINT OF VIEW (Q3523576) (← links)
- A joint model for temperature and natural gas with an application to the US market (Q4555118) (← links)
- Vol-Bond: an analytical solution (Q4647270) (← links)
- A Note on Dual-Curve Construction: Mr. Crab’s Bootstrap (Q4682476) (← links)
- CVA with Wrong-Way Risk in the Presence of Early Exercise (Q4689905) (← links)
- A variational approach to Ising spin glasses in finite dimensions (Q4703706) (← links)
- Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
- BACK-OF-THE-ENVELOPE SWAPTIONS IN A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL (Q5234015) (← links)
- A simple solution for sticky cap and sticky floor (Q5309002) (← links)
- BOND MARKET MODEL (Q5483506) (← links)
- A perturbative approach to Bermudan options pricing with applications (Q5746759) (← links)
- Correlations and multi-affinity in high frequency financial datasets (Q5947858) (← links)
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- Short-time implied volatility of additive normal tempered stable processes (Q6549591) (← links)
