Mercurio, Fabio, 1966-....
Mercurio,Fabio
Fabio Mercurio
VIAF ID: 15070445 ( Personal )
Permalink: http://viaf.org/viaf/15070445
Preferred Forms
- 100 0 _ ‡a Fabio Mercurio
- 100 0 _ ‡a Fabio Mercurio
- 200 _ | ‡a Mercurio ‡b Fabio ‡f 1966-....
- 100 1 _ ‡a Mercurio, Fabio
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- 100 1 _ ‡a Mercurio, Fabio
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- 100 1 _ ‡a Mercurio, Fabio, ‡d 1966-
- 100 1 _ ‡a Mercurio, Fabio, ‡d 1966-....
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4xx's: Alternate Name Forms (3)
Works
Title | Sources |
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An analytically tractable interest rate model with humped volatility | |
Claim pricing and hedging under market imperfections | |
Explicit formula for the fair price of a European call option in the case of discontinuous prices | |
A family of humped volatility structures | |
Interest rate models : theory and practice : with smile, inflation and credit | |
Modelling interest rates : advances in derivatives pricing | |
Option pricing with hedging at some fixed trading dates |