Torricelli, Costanza
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Incoming Resources
- Contributor of9
- Implied trees in illiquid markets, a choquet approach
- Una rassegna sui metodi di stima del Value at Risk (VAR)
- A model for pricing an option with a Fuzzy Payoff
- The expectations hypothesis of the term structure of interest rates, evidence for Germany
- The influence of short rate predictability and monetary policy on tests of the expectations hypothesis, some comparative evidence
- Monetary policy and the term structure of interest rates, a generalisation of McCallum (1994) model
- Estimation and arbitrage opportunities for exchange rate baskets
- Combining the theory of evidence with fuzzy sets for biboomial option pricing
- The interaction between monetary policy and the expectation hypothesis of the term structure of interest rates in a N-period rational expectation
- Creator of4
- The exchange rate volatily issue in a model of a forward exchange market
- Una nota sui fondamenti matematico-finanziari della teoria delle aspettative della struttura per scadenza
- The influence of futures on spot price volatility in a model for a storable commodity
- The information in the term structure of interest rates, Can stocastic models help in resolving the puzzle?