Narrow search
Showing 1 - 3 of 3
Cover Image
On the consistency of jump-diffusion dynamics for FX rates under inversion
Graceffa, Federico; Brigo, Damiano; Pallavicini, Andrea - In: International journal of financial engineering 7 (2020) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10012603771
Cover Image
Optimal trading : the importance of being adaptive
Bellani, Claudio; Brigo, Damiano; Done, Alex; Neuman, Eyal - In: International journal of financial engineering 8 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Cover Image
On the design of sovereign bond-backed securities
Barucci, Emilio; Brigo, Damiano; Francischello, Marco; … - In: International journal of financial engineering 9 (2022) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10013188811