Browsing byAuthorGrasselli, M
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2022-05-06 | Calibration to FX triangles of the 4/2 model under the benchmark approach | Gnoatto, A; Grasselli, M; Platen, E |
2020 | Lie symmetry methods for local volatility models | Craddock, M; Grasselli, M |
2020 | Lie symmetry methods for local volatility models | Craddock, M; Grasselli, M |
2015-04-01 | Pricing currency derivatives under the benchmark approach | Baldeaux, J; Grasselli, M; Platen, E |