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Brigo, Damiano
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International journal of financial engineering
Papers / arXiv.org
36
International journal of theoretical and applied finance
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Risk : managing risk in the world's financial markets
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of risk management in financial institutions
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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European journal of operational research : EJOR
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Credit Scoring and Credit Control Conference XVI
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International journal of forecasting
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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1
On the design of sovereign bond-backed securities
Barucci, Emilio
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013188811
Saved in:
2
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
3
On the consistency of jump-diffusion dynamics for FX rates under inversion
Graceffa, Federico
;
Brigo, Damiano
;
Pallavicini, Andrea
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012603771
Saved in:
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