Author:
Morini Massimo,Prampolini Andrea
Cited by
44 articles.
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1. Hedging the Treasury Lock;SSRN Electronic Journal;2019
2. Dual-curve Hull–White interest rate model with stochastic volatility;Japan Journal of Industrial and Applied Mathematics;2017-07-12
3. Nonlinearity Valuation Adjustment;Innovations in Derivatives Markets;2016
4. The Impact of Initial Margin;SSRN Electronic Journal;2016
5. Estimating the South African Overnight Indexed Swap Curve;Procedia Economics and Finance;2015