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Mercurio, Fabio, 1966-.... Sudoc [ABES], France NUKAT Center of Warsaw University Library National Library of the Czech Republic Library of Congress/NACO National Library of France

Mercurio, Fabio National Library of the Netherlands-test Wikipedia (en) ISNI-test

VIAF ID: 15070445 (Personal)

Permalink: http://viaf.org/viaf/15070445

ISNI-test: 0000  0001  0956  2518 

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Title Sources
An analytically tractable interest rate model with humped volatility National Library of the Netherlands-test
Claim pricing and hedging under market imperfections National Library of the Netherlands-test Sudoc [ABES], France
Explicit formula for the fair price of a European call option in the case of discontinuous prices National Library of the Netherlands-test
A family of humped volatility structures National Library of the Netherlands-test
Interest rate models : theory and practice : with smile, inflation, and credit Library of Congress/NACO Sudoc [ABES], France NUKAT Center of Warsaw University Library National Library of the Netherlands-test Wikipedia (en) National Library of France
Mean-variance pricing and risk preferences National Library of the Netherlands-test
Option pricing with hedging at some fixed trading dates National Library of the Netherlands-test

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