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Details about Luca Passalacqua

E-mail:
Homepage:http://w3.uniroma1.it/passalac/
Workplace:Dipartimento di Scienze Statistiche (Department of Statistics), "Sapienza" Università di Roma (Sapienza University of Rome), (more information at EDIRC)

Access statistics for papers by Luca Passalacqua.

Last updated 2012-02-10. Update your information in the RePEc Author Service.

Short-id: ppa435


Working Papers

2011

  1. The mathematical framework underlying the "scenarios" approach for derivate transactions by italian local authorities
    Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre Downloads

2008

  1. Modelling interest rates by correlated multi-factor CIR-like processes
    Papers, arXiv.org Downloads View citations (2)
 
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