Browse the list: Strutture
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- Strutture (41)
- Dipartimenti (fino al 16/10/2012) (41)
- Dipartimento di Matematica per le Scienze Economiche e Sociali — MATEMATES (3)
- Dipartimenti (fino al 16/10/2012) (41)
Number of documents on this level: 3.
Tassinari, Gian Luca ; Corradi, Corrado (2012) Valuation of Collateralized Funds of Hedge Fund Obligations: a basket option pricing approach. [Preprint]
Ritelli, Daniele ; Mingari Scarpello, Giovanni (2012) Closed form integration of a hyperelliptic oscillator. Meccanica, 47 (4). pp. 857-862. ISSN 0025-6455
Tassinari, Gian Luca ; Corradi, Corrado (2011) Pricing Equity and Debt Tranches of Collateralized Funds of Hedge Fund Obligations: an approach based on Stochastic Time Change and Esscher Transformed Martingale Measure. [Preprint]
