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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Ramponi, A."
~subject:"Stochastic process"
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Ramponi, A.
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International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
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Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011686733
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CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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