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C. Torricelli
Information about the author C. Torricelli will soon be added to the site.
Found
2 papers
in total
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The pricing of options on an interval binomial tree. An application to the DAX-index option market
2005
This paper implements a model setup in Mussioli and Torricelli for deriving implied...
A comparative evaluation of alternative models of the term structure of interest rates
1996
In the paper alternative models of the term structure of interest rates are classified...
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