Staino Alessandro

Alessandro Staino

Information about the author Alessandro Staino will soon be added to the site.
Found 2 papers in total
A moment-matching method to generate arbitrage-free scenarios
A moment-matching method to generate arbitrage-free scenarios
2015
We propose a new moment‐matching method to build scenario trees that rule out...
A stochastic programming model for the optimal issuance of government bonds
A stochastic programming model for the optimal issuance of government bonds
2012
Sovereign states issue fixed and floating securities to fund their public debt. The...
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