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Claudio Fontana
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2020 – today
- 2024
- [j8]Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu:
Recent advances in mathematical methods for finance. Ann. Oper. Res. 336(1-2): 1-2 (2024) - [j7]Claudio Fontana
, Alessandro Gnoatto, Guillaume Szulda
CBI-time-changed Lévy processes for multi-currency modeling. Ann. Oper. Res. 336(1-2): 127-152 (2024) - 2023
- [j6]Claudio Fontana
Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates. SIAM J. Financial Math. 14(1): 1- (2023)
2010 – 2019
- 2019
- [j5]Claudio Fontana, Markus Pelger, Eckhard Platen
On the existence of sure profits via flash strategies. J. Appl. Probab. 56(2): 384-397 (2019) - 2017
- [j4]Huy N. Chau, Andrea Cosso
Optimal investment with intermediate consumption under no unbounded profit with bounded risk. J. Appl. Probab. 54(3): 710-719 (2017) - 2016
- [j3]Christa Cuchiero, Claudio Fontana
A general HJM framework for multiple yield curve modelling. Finance Stochastics 20(2): 267-320 (2016) - 2014
- [j2]Claudio Fontana
On arbitrages arising with honest times. Finance Stochastics 18(3): 515-543 (2014) - [j1]Claudio Fontana
A unified approach to pricing and risk management of equity and credit risk. J. Comput. Appl. Math. 259: 350-361 (2014)
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