Imperial College London
Alternate

ProfessorDamianoBrigo

Faculty of Natural Sciences, Department 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@unpublished{Bormetti:2018:10.1080/14697688.2017.1339905,
author = {Bormetti, G and Brigo, D and Francischello, M and Pallavicini, A},
doi = {10.1080/14697688.2017.1339905},
publisher = {ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD},
title = {Impact of multiple curve dynamics in credit valuation adjustments under collateralization},
url = {http://dx.doi.org/10.1080/14697688.2017.1339905},
year = {2018}
}
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RIS format (EndNote, RefMan)

TY  - UNPB
AU  - Bormetti,G
AU  - Brigo,D
AU  - Francischello,M
AU  - Pallavicini,A
DO  - 10.1080/14697688.2017.1339905
PB  - ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
PY  - 2018///
TI  - Impact of multiple curve dynamics in credit valuation adjustments under collateralization
UR  - http://dx.doi.org/10.1080/14697688.2017.1339905
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000428402300004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
UR  - http://hdl.handle.net/10044/1/51936
ER  -
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