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CBI-time-changed Lévy processes for multi-currency modeling
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume - 2021
Persistent link: https://www.econbiz.de/10013347432
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CBI-time-changed Lévy processes
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume - 2022
Persistent link: https://www.econbiz.de/10013347447
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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778099
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2021
Persistent link: https://www.econbiz.de/10013347384