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Smile modeling in commodity markets
Nastasi, Emanuele; Pallavicini, Andrea; Sartorelli, Giulio - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10012271006
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Transaction costs : a new point of view
Baviera, Roberto - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10001578748
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Bond market model
Baviera, Roberto - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
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Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
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Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559