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Fontana, Claudio
486  Ergebnisse:
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Term structure modeling with overnight rates beyond stochas..:

Fontana, Claudio ; Grbac, Zorana ; Schmidt, Thorsten
https://freidok.uni-freiburg.de/data/240796.  , 2024
Link: https://freidok.uni-frei..
 
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2

The geometry of multi-curve interest rate models:

Fontana, Claudio ; Lanaro, Giacomo ; Murgoci, Agatha
http://arxiv.org/abs/2401.11619.  , 2024
Link: http://arxiv.org/abs/240..
 
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3

A hidden Markov model for statistical arbitrage in internat..:

Fanelli, Viviana ; Fontana, Claudio ; Rotondi, Francesco
http://arxiv.org/abs/2309.00875.  , 2023
Link: http://arxiv.org/abs/230..
 
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4

A stochastic control perspective on term structure models w..:

Fontana, Claudio ; Pavarana, Simone ; Runggaldier, Wolfgang J
http://arxiv.org/abs/2304.04453.  , 2023
Link: http://arxiv.org/abs/230..
 
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5

Term structure modelling with overnight rates beyond stocha..:

Fontana, Claudio ; Grbac, Zorana ; Schmidt, Thorsten
info:eu-repo/semantics/altIdentifier/arxiv/2202.00929.  , 2022
Link: https://hal.science/hal-..
 
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6

Term structure modelling with overnight rates beyond stocha..:

Fontana, Claudio ; Grbac, Zorana ; Schmidt, Thorsten
info:eu-repo/semantics/altIdentifier/arxiv/2202.00929.  , 2022
Link: https://hal.science/hal-..
 
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7

Term structure modelling with overnight rates beyond stocha..:

Fontana, Claudio ; Grbac, Zorana ; Schmidt, Thorsten
info:eu-repo/semantics/altIdentifier/arxiv/2202.00929.  , 2022
Link: https://hal.science/hal-..
 
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8

CBI-time-changed L\'evy processes:

Fontana, Claudio ; Gnoatto, Alessandro ; Szulda, Guillaume
http://arxiv.org/abs/2205.12355.  , 2022
Link: http://arxiv.org/abs/220..
 
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9

Valuation of general GMWB annuities in a low interest rate ..:

Fontana, Claudio ; Rotondi, Francesco
http://arxiv.org/abs/2208.10183.  , 2022
Link: http://arxiv.org/abs/220..
 
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10

Term structure modelling with overnight rates beyond stocha..:

Fontana, Claudio ; Grbac, Zorana ; Schmidt, Thorsten
http://arxiv.org/abs/2202.00929.  , 2022
Link: http://arxiv.org/abs/220..
 
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11

Caplet pricing in affine models for alternative risk-free r..:

Fontana, Claudio
http://arxiv.org/abs/2202.09116.  , 2022
Link: http://arxiv.org/abs/220..
 
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12

Arbitrage concepts under trading restrictions in discrete-t..:

Fontana, Claudio ; Runggaldier, Wolfgang J
info:eu-repo/semantics/altIdentifier/wos/WOS:000612681300009.  , 2021
Link: http://hdl.handle.net/11..
 
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13

CBI-time-changed L\'evy processes for multi-currency modeli..:

Fontana, Claudio ; Gnoatto, Alessandro ; Szulda, Guillaume
http://arxiv.org/abs/2112.02440.  , 2021
Link: http://arxiv.org/abs/211..
 
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14

Multiple Yield Curve Modelling with CBI Processes:

Alessandro Gnoatto ; Fontana, Claudio ; Guillaume Szulda
info:eu-repo/semantics/altIdentifier/wos/WOS:000606352900004.  , 2021
Link: http://hdl.handle.net/11..
 
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15

Arbitrage concepts under trading restrictions in discrete-t..:

Fontana, Claudio ; Runggaldier, Wolfgang J
http://arxiv.org/abs/2006.15563.  , 2020
Link: http://arxiv.org/abs/200..
 
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