Adaptive and monotone spline estimation of the cross-sectional term structure

von Ramponi, Alessandro
Veröffentlicht in International journal of theoretical and applied finance (2003)

VaR-optimal risk management in regime-switching jump-diffusion models

von Ramponi, Alessandro
Veröffentlicht in Journal of mathematical finance (2013)

Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options

von Ramponi, Alessandro
Veröffentlicht in International journal of theoretical and applied finance (2012)

Option-based risk management of a bond portfolio under regime switching interest rates

von Antonelli, Fabio
Veröffentlicht in Decisions in economics and finance (2013)

Approximate value adjustments for European claims

von Antonelli, Fabio
Veröffentlicht in European journal of operational research (2022)

A review of techniques for the estimation of the term structure

von Marangio, Livio
Veröffentlicht in International journal of theoretical and applied finance (2002)