Sfoglia per Autore
Weak and strong no-arbitrage conditions for continuous financial markets
2015 Fontana, Claudio
On arbitrages arising with honest times
2014 Fontana, Claudio; Jeanblanc, Monique; Song, Shiqi
No-arbitrage conditions and absolutely continuous changes of measure
2014 Fontana, Claudio
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing
2014 Fontana, Claudio
Information, no-arbitrage and completeness for asset price models with a change point
2014 Fontana, Claudio; Grbac, Zorana; Jeanblanc, Monique; Li, Qinghua
A unified approach to pricing and risk management of equity and credit risk
2014 Fontana, Claudio; Montes, Juan Miguel A.
Diffusion-based models for financial markets without martingale measures
2013 Fontana, Claudio; Runggaldier, Wolfgang J.
Four Essays in Financial Mathematics
2012 Fontana, Claudio
Credit risk and incomplete information: a filtering framework for pricing and risk-management
2012 Fontana, Claudio
Simplified mean-variance portfolio optimisation
2012 Fontana, Claudio; Schweizer, Martin
Credit risk and incomplete information: filtering and EM parameter estimation.
2010 Fontana, Claudio; Runggaldier, WOLFGANG JOHANN
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