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Simplified mean-variance portfolio optimisation
Fontana, Claudio
;
Schweizer, Martin
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
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Multiple yield curve modelling with CBI processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 579-610
Persistent link: https://www.econbiz.de/10012586190
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