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Roncoroni, Andrea's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
4,245 |
Total
Citations
28 |
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1.
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Geman, Hélyette University of London, Birkbeck College - School of Economics, Mathematics and Statistics Roncoroni, Andrea ESSEC Business School
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2,005
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Electricity prices, jump diffusions, statistical estimation, calibration, simulation, energy price risk
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Fusai, Gianluca University of Piemonte Orientale - Facoltà di Economia Marena, Marina University of Eastern Piedmont Roncoroni, Andrea ESSEC Business School
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706
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Asian options, discrete monitoring, Laplace transform, Fourier transform, Commodity
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3.
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Roncoroni, Andrea ESSEC Business School
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672
(17,009)
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commodity models, forward price, forward curve, energy, affine models, estimation
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4.
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Roncoroni, Andrea ESSEC Business School Galluccio, Stefano BNP Paribas Fixed Income
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391
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2
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Risk Measures, Risk Management, Factor Analysis, Cross-Sections, Interest Rates
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5.
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Roncoroni, Andrea ESSEC Business School Galluccio, Stefano BNP Paribas Fixed Income Guiotto, Paolo affiliation not provided to SSRN
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14 Dec 05
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Last Revised:
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29 Mar 10
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306
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Risk measures, Infinite-dimensional stochastic calculus, Cross-sectional analysis
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6.
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Roncoroni, Andrea ESSEC Business School Moro, Alessandro Morgan Stanley
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165
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Mortgages, Interest rates, Multiple optimal stopping times, Dynamic programming
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7.
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Geman, Hélyette University of London, Birkbeck College - School of Economics, Mathematics and Statistics Roncoroni, Andrea ESSEC Business School
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Records 1 -
7
of 7 matches
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1
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