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Silvana Musti

University of Foggia

5H指数
19论文数
107被引数
收录论文 6
发表时间
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Hedge and safe-haven assets for stock markets revisited: Evidence from the prospect theory股票市场中的对冲和避险资产再探：来自前景理论的经验证据
errInternational Review of Economics & Finance
IF5.6
err2026-04-24
err0
errOAAI
errKrzysztof Echaust; Małgorzata Just; Silvana Musti
err分享
err收藏
Modelling the counterparty credit risk of a swap on the spark spread对火花价差上掉期的交易对手信用风险进行建模
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2025-03-01
err0
errOAAI
errFanelli, Viviana; Musti, Silvana; Poti, Valerio
err分享
err收藏
Modelling electricity futures prices using seasonal path-dependent volatility
errAPPLIED ENERGY
IF11
err2016-07-01
err22
errOAAI
errFanelli, Viviana; Maddalena, Lucia; Musti, Silvana
err分享
err收藏
Modelling the evolution of credit spreads using the Cox process within the HJM framework A CDS option pricing model
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2011-01-01
err14
errOAAI
errChiarella, Carl; Fanelli, Viviana; Musti, Silvana
err分享
err收藏
Term structure of interest rates and the expectation hypothesis: The euro area
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err13
PREAI
errMusti, Silvana; D'Ecclesia, Rita Laura
err分享
err收藏
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2005-03-01
err4
errOAAI
errChiarella, C; Clewlow, L; Musti, S
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
C
Carl Chiarella
H 指数: 39 · 论文数: 651
L
Lucia Maddalena
H 指数: 23 · 论文数: 132
V
Valerio Potì
H 指数: 15 · 论文数: 124
R
Rita L. D’Ecclesia
H 指数: 15 · 论文数: 82
L
Les Clewlow
H 指数: 13 · 论文数: 31
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