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ECONIS (ZBW)
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A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
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2
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
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3
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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4
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
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