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Marco Francischello
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Complementarity Problems
Credit Scoring
Discriminative Power
Kernel Pca
Top Venues
Eur. J. Oper. Res.
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Publications
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Damiano Brigo
,
Marco Francischello
,
Andrea Pallavicini
Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement.
Eur. J. Oper. Res.
274 (2) (2019)