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L. Di Persio

Identifiers

  • name variant L. Di Persio 0.60 · backfill

Papers (3)

  1. Options on CPPI with guaranteed minimum equity exposure q-fin.PM · 2019 · author #1
  2. Stochastic systems with memory and jumps math.PR · 2016 · author #4
  3. A Quantization Approach to the Counterparty Credit Exposure Estimation q-fin.PR · 2015 · author #2

Mentions

  • 1503.01754 #2 · backfill · confidence 0.70 L. Di Persio

Frequent Coauthors