Alessandro Arlotto

2020

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

Whom Alessandro Arlotto trusts overall

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

  1. Tom L. Burr

Who trusts Alessandro Arlotto overall

  1. Hippolyt Ritter

Papers from Alessandro Arlotto's perspective

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

  1. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  2. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
  3. Pricing Via Utility Maximization and Entropy
  4. The Defaultable Lévy Term Structure: Ratings and Restructuring
  5. On Models of Default Risk
  6. The Pricing of Options and Corporate Liabilities
  7. Calibration and Implementation of Convertible Bond Models
  8. Convertible Bonds: Financial Derivatives of Game Type
  9. Basket Default Swaps, Cdos and Factor Copulas
  10. Exotic Option Pricing and Advanced Lévy Models

Their papers