Via Trieste, 63
Padova, 35121
Italy
University of Padova, Department of Mathematics
SSRN RANKINGS
in Total Papers Citations
arbitrage, hedging, contingent claim valuation, market price of risk, martingale deflator, growth-optimal portfolio, numeraire portfolio, market completeness, utility indifference valuation, benchmark approach
Trading constraints, market viability, arbitrage of the first kind, numeraire portfolio
multi-curve models, short rate models, short rate spreads, Gaussian ex-ponentially quadratic models, pricing of linear and optional interest rate derivatives, Riccati equations, adjustment factors
