default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDClaudio Fontana
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j8]Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu:
Recent advances in mathematical methods for finance. Ann. Oper. Res. 336(1-2): 1-2 (2024)- [j7]Claudio Fontana
, Alessandro Gnoatto, Guillaume Szulda:
CBI-time-changed Lévy processes for multi-currency modeling. Ann. Oper. Res. 336(1-2): 127-152 (2024) - 2023
- [j6]Claudio Fontana:
Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates. SIAM J. Financial Math. 14(1): 1- (2023)
2010 – 2019
- 2019
- [j5]Claudio Fontana, Markus Pelger, Eckhard Platen:
On the existence of sure profits via flash strategies. J. Appl. Probab. 56(2): 384-397 (2019) - 2017
- [j4]Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi:
Optimal investment with intermediate consumption under no unbounded profit with bounded risk. J. Appl. Probab. 54(3): 710-719 (2017) - 2016
- [j3]Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto:
A general HJM framework for multiple yield curve modelling. Finance Stochastics 20(2): 267-320 (2016) - 2014
- [j2]Claudio Fontana, Monique Jeanblanc, Shiqi Song:
On arbitrages arising with honest times. Finance Stochastics 18(3): 515-543 (2014) - [j1]Claudio Fontana, Juan Miguel A. Montes:
A unified approach to pricing and risk management of equity and credit risk. J. Comput. Appl. Math. 259: 350-361 (2014)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 22:14 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
