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Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
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1999
Persistent link: https://www.econbiz.de/10001355592
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2
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
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2016
Persistent link: https://www.econbiz.de/10011778099
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3
Lie symmetry methods for local volatility models
Craddock, Mark
;
Grasselli, Martino
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2016
Persistent link: https://www.econbiz.de/10011778123
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4
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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5
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2021
Persistent link: https://www.econbiz.de/10013347384
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6
A fully quantization-based scheme for FBSDEs
Callegaro, Giorgia
;
Gnoatto, Alessandro
;
Grasselli, Martino
-
2021
Persistent link: https://www.econbiz.de/10013347389
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