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- CSB - MetaPress - Google - Bing - Yahoo
 | 2011 | |
|---|---|---|
| 3 |      | Carl Chiarella, Viviana Fanelli, Silvana Musti: Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model. European Journal of Operational Research 208(2): 95-108 (2011) |
| 2008 | ||
| 2 | | Silvana Musti, Rita Laura D'Ecclesia: Term structure of interest rates and the expectation hypothesis: The euro area. European Journal of Operational Research 185(3): 1596-1606 (2008) |
| 2005 | ||
| 1 | | Carl Chiarella, Les Clewlow, Silvana Musti: A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. European Journal of Operational Research 161(2): 325-336 (2005) |
| 1 | Carl Chiarella | [1] [3] |
| 2 | Les Clewlow | [1] |
| 3 | Rita Laura D'Ecclesia | [2] |
| 4 | Viviana Fanelli | [3] |
Colors in the list of coauthors
Last update Sun Jun 3 16:06:10 2012 CET by the DBLP Team —
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