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Nicola Moreni · Study
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Author
Nicola Moreni
4 works
· latest 2014
· 2 institutions
cluster: provisional
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Citations
157
Works here
4
02
06
13
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Most cited in this library
Parsimonious HJM modelling for multiple yield curve dynamics
2013 · 66 citations
A path integral way to option pricing
2002 · 33 citations
A Path Integral Way to Option Pricing
2014 · 30 citations
Pricing exotic options in a path integral approach
2006 · 28 citations
Works
4 shown
A Path Integral Way to Option Pricing
·
2014
·
3 authors
30
citations
Parsimonious HJM modelling for multiple yield curve dynamics
Quantitative Finance
·
2013
·
2 authors
66
citations
Pricing exotic options in a path integral approach
Quantitative Finance
·
2006
·
4 authors
28
citations
A path integral way to option pricing
Physica A Statistical Mechanics and its Applications
·
2002
·
1 author
·
Open access
33
citations