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Details about Fabio Mercurio

E-mail:
Homepage:http://www.fabiomercurio.it

Access statistics for papers by Fabio Mercurio.

Last updated 2011-10-21. Update your information in the RePEc Author Service.

Short-id: pme35

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Journal Articles

2001

  1. A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
    Finance and Stochastics, 2001, 5, (3), 369-387 Downloads View citations (29)

2000

  1. Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
    Finance and Stochastics, 2000, 4, (2), 147-159 Downloads View citations (7)
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