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Giovanni Barone-Adesi

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2006
2EEFrancesco 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
1EEGiovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli: An option pricing formula for the GARCH diffusion model. Computational Statistics & Data Analysis 49(2): 287-310 (2005)

Coauthor Index

1Francesco Audrino [2]
2Henrik Rasmussen [1]
3Claudia Ravanelli [1]

Colors in the list of coauthors

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)