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Grasselli, Martino
9
Deelstra, Griselda
3
Koehl, Pierre-François
3
Tebaldi, Claudio
3
Da Fonseca, José
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Fonseca, José Da
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Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
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OLC EcoSci
ECONIS (ZBW)
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1
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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2
A stability result for the HARA class with stochastic interest rates
Grasselli, Martino
- In:
Insurance / Mathematics & economics
33
(
2003
)
3
,
pp. 611-628
Persistent link: https://www.econbiz.de/10006885231
Saved in:
3
Optimal investment strategies in the presence of a minimum guarantee
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Insurance / Mathematics & economics
33
(
2003
)
1
,
pp. 189
Persistent link: https://www.econbiz.de/10006886811
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4
Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2239-2260
Persistent link: https://www.econbiz.de/10006755790
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5
Conditional dominance criteria: definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
- In:
Insurance / Mathematics & economics
25
(
1999
)
3
,
pp. 295-306
Persistent link: https://www.econbiz.de/10006910262
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6
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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7
A flexible matrix Libor model with smiles
Da Fonseca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10010074098
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8
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
Saved in:
9
Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 657-670
Persistent link: https://www.econbiz.de/10009830700
Saved in:
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