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Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - 1999
Persistent link: https://www.econbiz.de/10001355592
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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro; Grasselli, Martino; Platen, Eckhard - 2016
Persistent link: https://www.econbiz.de/10011778099
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Lie symmetry methods for local volatility models
Craddock, Mark; Grasselli, Martino - 2016
Persistent link: https://www.econbiz.de/10011778123
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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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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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A fully quantization-based scheme for FBSDEs
Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino - 2021
Persistent link: https://www.econbiz.de/10013347389