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The wishart short rate model
Gnoatto, Alessandro - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
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Coherent foreign exchange market models
Gnoatto, Alessandro - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011686817
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General analysis of long-term interest rates
Biagini, Francesca; Gnoatto, Alessandro; Härtel, Maximilian - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012270881