Andrea Gombani

Italian National Research Council (CNR) - Institute for Systems Science and Biomedical Engineering (LADSEB)

Corso Stati Uniti 4

I-35127 Padova

Italy

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Arbitrage‐Free Multifactor Term Structure Models: A Theory Based on Stochastic Control

Mathematical Finance, Vol. 23, Issue 4, pp. 659-686, 2013
Number of pages: 28 Posted: 06 Aug 2013
Andrea Gombani and Wolfgang J. Runggaldier
Italian National Research Council (CNR) - Institute for Systems Science and Biomedical Engineering (LADSEB) and University of Padova, Department of Mathematics
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Abstract:

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multifactor term structures, bond option pricing, stochastic control

2.

Minimal Realizations of Interest Rate Models

Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Posted: 21 Sep 1999
Tomas Bjork and Andrea Gombani
Stockholm School of Economics - Swedish House of Finance and Italian National Research Council (CNR) - Institute for Systems Science and Biomedical Engineering (LADSEB)

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