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results search [or] ISN:0000000109562518 | 1 hits
Person
ISNI: 
0000 0001 0956 2518
Name: 
Mercurio, Fabio
Dates: 
1966-
Creation class: 
article
Computer file
cre
Language material
Text
Creation role: 
author
Related names: 
Brigo, Damiano
Brigo, Damiano (1966-)
Mercurio, Fabio
Moraleda, Juan M.
Moraleda, Juan M. (1969-)
Moraleda, Juan Manuel (1969-)
Proefschrift / Rotterdam, Universiteit
Vorst, A.C.F. (1952-)
Vorst, Antonius Cornelis Franciscus (1952-)
Titles: 
analytically tractable interest rate model with humped volatility, An
Claim pricing and hedging under market imperfections
deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models, A
Explicit formula for the fair price of a European call option in the case of discontinuous prices
family of humped volatility structures, A
Interest rate models : theory and practice : with smile, inflation, and credit
Mean-variance pricing and risk preferences
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Option pricing with hedging at some fixed trading dates
Notes: 
Proefschrift / Rotterdam, Universiteit ; 1996
Sources: 
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