Matteo Michielon
From MaRDI portal
Person:3304220
Available identifiers
zbMath Open michielon.matteoMaRDI QIDQ3304220
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS | 2021-08-24 | Paper |
| CONIC CVA AND DVA FOR OPTION PORTFOLIOS | 2021-01-29 | Paper |
| CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL | 2020-08-05 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Matteo Michielon
