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Fabio Antonelli

University of LAquila

14H指数
39论文数
773被引数
收录论文 4
发表时间
CVA in fractional and rough volatility models
err2023-04-01
err1
errOAAI
errAlos, Elisa; Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
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Approximate value adjustments for European claims
err2022-08-01
err4
errOAAI
errAntonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
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Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems
err2020-01-01
err19
PREAI
errAntonelli, Fabio; Cortellessa, Vittorio; Gribaudo, Marco; Pinciroli, Riccardo; Trivedi, Kishor S.; Trubiani, Catia
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CVA and vulnerable options pricing by correlation expansions
err2019-09-16
err13
PREAI
errAntonelli, F.; Ramponi, A.; Scarlatti, S.
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err收藏