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Fontana, Claudio

 

INRIA Paris - Rocquencourt


 Voluceau
 Rocquencourt, 78
 France
 email address
 

Université d'Evry - Laboratoire d'Analyse et Probabilités


 23, bvd de France
 Evry, 91037
 France
 email address

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. Fontana, Claudio's Scholarly Papers Click on the title of any column to sort the table by that column.
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279
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Citations
0
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1.  
Simplified Mean-Variance Portfolio Optimisation | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-68
Working Paper Series
Fontana, Claudio
INRIA Paris - Rocquencourt
Schweizer, Martin
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Posted:
18 Jan 12
Last Revised:
13 Jun 12
215
(69,463)
 

2.  
A Unified Approach to Pricing and Risk Management of Equity and Credit Risk | Show Abstract | Download |
Journal of Computational and Applied Mathematics, Forthcoming
Accepted Paper Series
Fontana, Claudio
INRIA Paris - Rocquencourt
Montes, Juan Miguel
Ludwig Maximilians University Munich, Institute of Mathematics
Posted:
22 Dec 12
Last Revised:
19 May 13
64
(177,742)
 


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