Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Brigo:2015:10.1007/978-3-319-09114-3_1,
author = {Brigo, D and Nordio, C},
doi = {10.1007/978-3-319-09114-3_1},
pages = {3--18},
publisher = {SPRINGER},
title = {A Random Holding Period Approach for Liquidity-Inclusive Risk Management},
url = {http://dx.doi.org/10.1007/978-3-319-09114-3_1},
year = {2015}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Brigo,D
AU - Nordio,C
DO - 10.1007/978-3-319-09114-3_1
EP - 18
PB - SPRINGER
PY - 2015///
SN - 2194-1009
SP - 3
TI - A Random Holding Period Approach for Liquidity-Inclusive Risk Management
UR - http://dx.doi.org/10.1007/978-3-319-09114-3_1
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000360221400001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -