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Luca Mammi
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Markov Chain
Vector Valued
Stochastic Processes
Heavy Tailed
Top Venues
Int. J. Appl. Math. Comput. Sci.
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Publications
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Michele Bonollo
,
Luca Di Persio
,
Luca Mammi
,
Immacolata Oliva
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.
Int. J. Appl. Math. Comput. Sci.
27 (2) (2017)