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Gimmi Dallago
Publication Activity (10 Years)
Years Active: 2013-2022
Publications (10 Years): 1
Top Topics
Cost Function
Multiresolution
Agent Model
Theoretical Analysis
Top Venues
Comput. Stat.
Comput. Manag. Sci.
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Publications
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Riccardo Bramante
,
Gimmi Dallago
,
Silvia Facchinetti
Black's model in a negative interest rate environment, with application to OTC derivatives.
Comput. Manag. Sci.
19 (1) (2022)
Riccardo Bramante
,
Gimmi Dallago
An efficient method of evaluating portfolio risk and return.
Comput. Stat.
28 (3) (2013)