Pubblicazioni

Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives

2020 - APPLIED MATHEMATICS AND OPTIMIZATION
Bo, Lijun; Ceci, Claudia

OTC derivatives and counterparty credit risk mitigation. The OIS discounting framework

2016 - Liquidity risk, efficiency and new bank business models
Leone, Paola; Porretta, Pasqualina; Massimo, Proietti; Vento, Gianfranco Antonio

Counterparty risk evaluation in power derivatives

2016 - JOURNAL OF APPLIED QUANTITATIVE METHODS
D'Amato, Valeria; Luisa De, Martino

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