Riccardo Brignone
Forschungsinteressen
- Derivatives pricing
- Term Structure of Interest Rates
- Financial Econometrics
Publikationen
- Brignone R. and Sgarra C.
Asian options pricing in Hawkes-type jump-diffusion models,
Annals of Finance (Forthcoming), 2019.
QF - Financial Application in R - geänderte Uhrzeiten