Details about Filo Fiorani

Access statistics for papers by Filo Fiorani.

Last updated 2009-09-10. Update your information in the RePEc Author Service.

Short-id: pfi141

Working Papers

2007

1. Single and joint default in a structural model with purely discontinuous assets
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)

2006

2. Credit risk in pure jump structural models
   ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (3)

2004

3. Option Pricing Under the Variance Gamma Process
   MPRA Paper, University Library of Munich, Germany View citations (9)