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Hedging using simulation: a least squares approach
Tebaldi, Claudio - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1287-1312
Persistent link: https://www.econbiz.de/10006751487
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SOLVABLE AFFINE TERM STRUCTURE MODELS
Grasselli, Martino; Tebaldi, Claudio - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10008221368
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Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model
Grasselli, Martino; Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10006021513
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Hedging a Portfolio of Derivative Securities: A Simulation A...
Tebaldi, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10006038515
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Option pricing when correlations are stochastic: an analytical framework
Fonseca, José Da; Grasselli, Martino; Tebaldi, Claudio - In: Review of derivatives research 10 (2007) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10007983326