Silvana Musti

Publication Activity (10 Years)

Years Active: 2005-2011
Publications (10 Years): 0

Publications

Carl Chiarella, Viviana Fanelli, Silvana Musti
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model. Eur. J. Oper. Res. 208 (2) (2011)
Silvana Musti, Rita Laura D'Ecclesia
Term structure of interest rates and the expectation hypothesis: The euro area. Eur. J. Oper. Res. 185 (3) (2008)
Carl Chiarella, Les Clewlow, Silvana Musti
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models. Eur. J. Oper. Res. 161 (2) (2005)