2006 | ||
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2 | EE | Francesco Audrino, Giovanni Barone-Adesi: A dynamic model of expected bond returns: A functional gradient descent approach. Computational Statistics & Data Analysis 51(4): 2267-2277 (2006) |
2005 | ||
1 | EE | Giovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli: An option pricing formula for the GARCH diffusion model. Computational Statistics & Data Analysis 49(2): 287-310 (2005) |
1 | Francesco Audrino | [2] |
2 | Henrik Rasmussen | [1] |
3 | Claudia Ravanelli | [1] |