Martino Grasselli

Identifiers

• name variant Martino Grasselli 0.60 · backfill

Papers (5)

1. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors q-fin.PR · 2018 · author #2
2. A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds q-fin.PR · 2016 · author #2
3. An analytic multi-currency model with stochastic volatility and stochastic interest rates q-fin.PR · 2013 · author #2
4. A flexible matrix Libor model with smiles q-fin.PR · 2012 · author #3
5. The explicit Laplace transform for the Wishart process q-fin.PR · 2011 · author #2

Mentions

• 1302.7246 #2 · backfill · confidence 0.70 Martino Grasselli
• 1203.4786 #3 · backfill · confidence 0.70 Martino Grasselli
• 1107.2748 #2 · backfill · confidence 0.70 Martino Grasselli

Frequent Coauthors

• Alessandro Gnoatto 4 shared papers
• Eckhard Platen 1 shared papers
• Erik Schl\"ogl 1 shared papers
• Jos\'e Da Fonseca 1 shared papers
• Mesias Alfeus 1 shared papers