Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo CV

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@unpublished{Graceffa:2020:10.1142/S2424786320500462,
author = {Graceffa, F and Brigo, D and Pallavicini, A},
doi = {10.1142/S2424786320500462},
publisher = {WORLD SCIENTIFIC PUBL CO PTE LTD},
title = {On the consistency of jump-diffusion dynamics for FX rates under inversion},
url = {http://dx.doi.org/10.1142/S2424786320500462},
year = {2020}
}

RIS format (EndNote, RefMan)

TY  - UNPB
AU - Graceffa,F
AU - Brigo,D
AU - Pallavicini,A
DO - 10.1142/S2424786320500462
PB - WORLD SCIENTIFIC PUBL CO PTE LTD
PY - 2020///
TI - On the consistency of jump-diffusion dynamics for FX rates under inversion
UR - http://dx.doi.org/10.1142/S2424786320500462
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000617169600009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
ER -