Alessandro Ramponi

Orcid: 0000-0002-2687-211X

According to our database¹, Alessandro Ramponi authored at least 5 papers between 2000 and 2023.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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Article

PhD thesis

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On csauthors.net:

Bibliography

2023

Wrong Way Risk corrections to CVA in CIR reduced-form models.

[BibT_eX]

[DOI]

Fabio Antonelli

Alessandro Ramponi

Sergio Scarlatti

Comput. Manag. Sci., December, 2023

CVA in fractional and rough volatility models.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2023

2022

Approximate value adjustments for European claims.

[BibT_eX]

[DOI]

Fabio Antonelli

Alessandro Ramponi

Sergio Scarlatti

Eur. J. Oper. Res., 2022

2021

CVA and vulnerable options pricing by correlation expansions.

[BibT_eX]

[DOI]

Fabio Antonelli

Alessandro Ramponi

Sergio Scarlatti

Ann. Oper. Res., 2021

2000

A new estimation method in modal analysis.

[BibT_eX]

[DOI]

Piero Barone

Alessandro Ramponi

IEEE Trans. Signal Process., 2000

Alessandro Ramponi

Timeline

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Links

On csauthors.net:

Bibliography

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