FONTANA, CLAUDIO
FONTANA, CLAUDIO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
A general HJM framework for multiple yield curve modelling
2016 Cuchiero, Christa; Fontana, Claudio; Gnoatto, Alessandro
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing
2014 Fontana, Claudio
A stochastic control perspective on term structure models with roll-over risk
2023 Fontana, Claudio; Pavarana, Simone; Runggaldier, Wolfgang J.
A unified approach to pricing and risk management of equity and credit risk
2014 Fontana, Claudio; Montes, Juan Miguel A.
Affine multiple yield curve models
2019 Cuchiero, Christa; Fontana, Claudio; Gnoatto, Alessandro
Arbitrage concepts under trading restrictions in discrete-time financial markets
2021 Fontana, Claudio; Runggaldier, Wolfgang J.
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
2016 Acciaio, Beatrice; Fontana, Claudio; Kardaras, Constantinos
CBI-time-changed Lévy processes
2023 Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume
CBI-time-changed Lévy processes for multi-currency modeling
2024 Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume
Credit risk and incomplete information: a filtering framework for pricing and risk-management
2012 Fontana, Claudio
Credit risk and incomplete information: filtering and EM parameter estimation.
2010 Fontana, Claudio; Runggaldier, WOLFGANG JOHANN
Diffusion-based models for financial markets without martingale measures
2013 Fontana, Claudio; Runggaldier, Wolfgang J.
Financial Markets Theory: Equilibrium, Efficiency and Information
2017 Barucci, Emilio; Fontana, Claudio
Four Essays in Financial Mathematics
2012 Fontana, Claudio
General dynamic term structures under default risk
2018 Fontana, Claudio; Schmidt, Thorsten
Information, no-arbitrage and completeness for asset price models with a change point
2014 Fontana, Claudio; Grbac, Zorana; Jeanblanc, Monique; Li, Qinghua
Market Viability and Martingale Measures under Partial Information
2015 Fontana, Claudio; Oksendal, Bernt; Sulem, Agnès
Martingale spaces and representations under absolutely continuous changes of probability
2019 Aksamit, Anna; Fontana, Claudio
Multiple yield curve modelling with CBI processes
2021 Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume
No-arbitrage conditions and absolutely continuous changes of measure
2014 Fontana, Claudio