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Results 201-204 of 204
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Issue DateTitleAuthor(s)
1-Jul-2022Effective approximation methods for constrained utility maximization with drift uncertaintyZhu, D; Zheng, H;
23-Jun-2021On the design of sovereign bond-backed securitiesBarucci, E; Brigo, D; Francischello, M; Marazzina, D
7-Dec-2021Price impact on term structureBrigo, D; Graceffa, F; Neumann, E
Sep-2022Non-geometric rough paths on manifoldsArmstrong, J; Brigo, D; Cass, T; Rossi Ferrucci, E;