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~isPartOf:"European Financial Management"
~person:"Barone-Adesi, Giovanni"
~person:"Gouriéroux, Christian"
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Barone-Adesi, Giovanni
Gouriéroux, Christian
Barone, Emilio
1
Castagna, Antonio
1
Giannopoulos, Kostas
1
Vosper, Les
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European Financial Management
Research paper series / Swiss Finance Institute
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Accounting and Finance Research, 3 (1), 85-89, (2014)
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Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European Financial Management
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10005309499
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2
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European Financial Management
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005334955
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