Silvana Musti

According to our database, Silvana Musti authored at least 3 papers between 2005 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2011

Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model.

Carl Chiarella, Viviana Fanelli, Silvana Musti

Eur. J. Oper. Res., 2011

2008

Term structure of interest rates and the expectation hypothesis: The euro area.

Silvana Musti, Rita Laura D'Ecclesia

Eur. J. Oper. Res., 2008

2005

A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models.

Carl Chiarella, Les Clewlow, Silvana Musti

Eur. J. Oper. Res., 2005