Gimmi Dallago

According to our database1, Gimmi Dallago authored at least 2 papers between 2013 and 2022.

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Bibliography

2022
Black's model in a negative interest rate environment, with application to OTC derivatives.
Comput. Manag. Sci., 2022

2013
An efficient method of evaluating portfolio risk and return.
Comput. Stat., 2013


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