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Campi, Luciano
 SSRN Author Rank: 28,741 by Downloads
 

Vienna University of Technology - Financial and Actuarial Mathematics Research Group


 Karlsplatz 13
 A-1040 Vienna
 Austria
 email address

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. Campi, Luciano's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
672		 Total
Citations
18
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Polbennikov, Simon
Tilburg University
Posted:
07 Jul 07
285
(51,135) 		6
2.  
Assessing Credit with Equity: A CEV Model with Jump to Default | Show Abstract | Download |
CentER Discussion Paper No. 2005-27
Working Paper Series
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Polbennikov, Simon
Tilburg University
Posted:
26 Feb 05
207
(72,174) 		6
3.  
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption | Show Abstract | Download |
Risk Letters, Vol. 1, No. 3, 2005, CentER Discussion Paper Series No. 2005-28
Accepted Paper Series
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Sbuelz, Alessandro
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Posted:
04 Apr 05
180
(82,685) 		6
4.  
A Structural Risk-Neutral Model of Electricity Prices | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 7, pp. 925-947, 2009
Accepted Paper Series
Aïd, René
Electricite de France
Campi, Luciano
Vienna University of Technology - Financial and Actuarial Mathematics Research Group
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
25 Apr 10
 

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