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Price impact on term structure
Brigo, Damiano; Graceffa, Federico; Neuman, Eyal - In: Quantitative finance 22 (2022) 1, pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
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Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo; Brigo, Damiano; Francischello, Marco; … - In: Quantitative finance 18 (2018) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
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Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio; Brigo, Damiano - In: Quantitative finance 21 (2021) 1, pp. 143-163
Persistent link: https://www.econbiz.de/10012424640