Author:
Andreoli Alessandro,Ballestra Luca Vincenzo,Pacelli Graziella
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference48 articles.
1. Andritzky, J., & Singh, M. (2007). The pricing of credit default swaps during distress. Journal of Investment Management, 5, 1–17.
2. Badaoui, S., Cathcart, L., & El-Jahel, L. (2013). Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach. Journal of Banking & Finance, 37, 2392–2407.
3. Ballestra, L. V., Ottaviani, M., & Pacelli, G. (2012). An operator splitting harmonic differential quadrature approach to solve the Young’s model for life insurance risk. Insurance: Mathematics and Economics, 51, 442–448.
4. Ballestra, L. V., & Pacelli, G. (2013). Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach. Journal of Economic Dynamics & Control, 37, 1142–1167.
5. Bellman, R., Kashef, B. G., & Casti, J. (1972). Differential quadrature: A technique for the rapid solution of nonlinear partial differential equations. Journal of Computational Physics, 10, 40–52.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献