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

Mercurio, Fabio National Library of the Netherlands ISNI

Fabio Mercurio Wikidata

VIAF ID: 15070445 (Personal)

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

ISNI: 0000  0001  0956  2518 

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Title Sources
An analytically tractable interest rate model with humped volatility National Library of the Netherlands
Claim pricing and hedging under market imperfections National Library of the Netherlands 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
A family of humped volatility structures National Library of the Netherlands
Interest rate models : theory and practice : with smile, inflation, and credit Library of Congress/NACO Sudoc [ABES], France National Library of the Netherlands NUKAT Center of Warsaw University Library National Library of France
Mean-variance pricing and risk preferences National Library of the Netherlands
Option pricing with hedging at some fixed trading dates National Library of the Netherlands

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