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Morini, Massimo


 SSRN Author Rank: 1,483 by Downloads
 

Banca IMI


 Corso Matteotti 6
 20121 Milano, 20100
 Italy
 email address
 

Bocconi University


 Via Sarfatti, 25
 Milan, MI 20136
 Italy
 email address

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. Morini, Massimo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,311
Total
Citations
81
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Morini, Massimo
Banca IMI
Posted:
15 Nov 09
Last Revised:
18 Nov 09
3,402
(1,356)
23

2.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
02 Jun 04
2,189
(3,006)
5

3.  
No-Arbitrage Dynamics for a Tractable SABR Term Structure Libor Model | Show Abstract | Download |
Bloomberg Portfolio Research Paper No. 2010-03-FRONTIERS
Working Paper Series
Morini, Massimo
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
02 Oct 07
Last Revised:
07 Apr 10
2,048
(3,367)
6

4.  
Mercurio, Fabio
Bloomberg L.P.
Morini, Massimo
Banca IMI
Posted:
03 Nov 08
Last Revised:
13 Jan 09
1,225
(8,116)
1

5.  
Morini, Massimo
Banca IMI
Prampolini, Andrea
Banca IMI
Posted:
02 Sep 10
1,071
(10,153)
20

6.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
03 Jan 08
Last Revised:
03 Feb 08
736
(17,922)
2

7.  
Morini, Massimo
Banca IMI
Mercurio, Fabio
Bloomberg L.P.
Posted:
02 Oct 07
471
(33,185)
5

8.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
18 Nov 10
Last Revised:
22 Feb 11
379
(43,516)
9

9.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Morini, Massimo
Banca IMI
Tarenghi, Marco
Mediobanca
Posted:
04 Jan 10
261
(67,182)
1

10.  
Morini, Massimo
Banca IMI
Posted:
08 Dec 09
250
(70,286)
2

11.  
Brigo, Damiano
Imperial College London - Department of Mathematics
Buescu, Cristin
King's College London, Department of Mathematics
Morini, Massimo
Banca IMI
Posted:
21 Jun 11
166
(105,492)
2

12.  
Morini, Massimo
Banca IMI
Posted:
29 Jun 14
Last Revised:
06 Aug 14
111
(147,045)
 

13.  
No‐Armageddon Measure for Arbitrage‐Free Pricing of Index Options in a Credit Crisis | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 4, pp. 573-593, 2011
Accepted Paper Series
Morini, Massimo
Banca IMI
Brigo, Damiano
Imperial College London - Department of Mathematics
Posted:
23 Aug 11
2
(398,641)
5


Records 1 - 13 of 13 matches
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