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Luca Passalacqua

Personal Details

First Name:Luca
Middle Name:
Last Name:Passalacqua
Suffix:
RePEc Short-ID:ppa435
http://w3.uniroma1.it/passalac/

Affiliation

Dipartimento di Scienze Statistiche
"Sapienza" Università di Roma

Roma, Italy
http://www.dss.uniroma1.it/
RePEc:edi:ddrosit (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Alessandra Carleo & Carlo Domenico Mottura & Luca Passalacqua, 2011. "The mathematical framework underlying the "scenarios" approach for derivate transactions by italian local authorities," Departmental Working Papers of Economics - University 'Roma Tre' 0127, Department of Economics - University Roma Tre.
  2. L. Bertini & L. Passalacqua, 2008. "Modelling interest rates by correlated multi-factor CIR-like processes," Papers 0807.3898, arXiv.org.

Citations

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Working papers

  1. L. Bertini & L. Passalacqua, 2008. "Modelling interest rates by correlated multi-factor CIR-like processes," Papers 0807.3898, arXiv.org.

    Cited by:

    1. Duc, Luu Hoang & Tran, Tat Dat & Jost, Jürgen, 2018. "Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients," Stochastic Processes and their Applications, Elsevier, vol. 128(10), pages 3253-3272.
    2. Gerald H. L. Cheang & Len Patrick Dominic M. Garces, 2020. "Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics," Papers 2002.10202, arXiv.org.

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