Gianluca Fusai

发表的论文10 篇，按出版时间

1. 1
   Converting a covariance matrix from local currencies to a common currencyJournal of Risk20240
2. 2
   ICU capacity expansion under uncertainty in the early stages of a pandemicProduction and Operations Management202310
3. 3
   Unified Moment-Based Modeling of Integrated Stochastic ProcessesOperations Research202318
4. 4
   Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum DistributionsOperations Research20222
5. 5
   General lattice methods for arithmetic Asian optionsEuropean Journal of Operational Research201920
6. 6
   Estimation of Multivariate Asset Models with JumpsJournal of Financial and Quantitative Analysis201817
7. 7
   Integrated structural approach to Credit Value AdjustmentEuropean Journal of Operational Research201819
8. 8
   Fluctuation identities with continuous monitoring and their application to the pricing of barrier optionsEuropean Journal of Operational Research201832
9. 9
   Electricity forward curves with thin granularity: Theory and empirical evidence in the hourly EPEXspot marketEuropean Journal of Operational Research201722
10. 10
    Spitzer Identity, Wiener-Hopf Factorization and Pricing of Discretely Monitored Exotic OptionsEuropean Journal of Operational Research201577