Filippo Fiorani

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Filippo Fiorani trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter P. Carr
  2. Patrizia Semeraro
  3. Wim Schoutens
  4. Pierre Collin-Dufresne
  5. Jessica Cariboni
  6. Elisa Luciano
  7. Robert S. Goldstein
  8. Dilip B Madan 5

Papers from Filippo Fiorani's perspective

Ordered by how strongly the researchers Filippo Fiorani trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The term structure of credit spreads with jump risk
  2. The Fine Structure of Asset Retums : An Empirical Investigation '
  3. Do Credit Spreads Reflect Stationary Leverage Ratios
  4. A multivariate jump-driven financial asset model
  5. A Multivariate Variance Gamma Model for Financial Applications
  6. Pricing Credit Default Swaps Under Levy Models
  7. The Pricing of Options and Corporate Liabilities
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
  10. Bond Risk Premia

Their papers