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Claudio Fontana

Identifiers

  • name variant Claudio Fontana 0.60 · backfill

Papers (15)

  1. Weak equilibria of a mean-field market model under asymmetric information math.PR · 2025 · author #3
  2. General dynamic term structures under default risk q-fin.MF · 2016 · author #1
  3. Affine multiple yield curve models q-fin.MF · 2016 · author #2
  4. Optimal investment with intermediate consumption under no unbounded profit with bounded risk q-fin.PM · 2015 · author #3
  5. The strong predictable representation property in initially enlarged filtrations under the density hypothesis math.PR · 2015 · author #1
  6. A general HJM framework for multiple yield curve modeling q-fin.MF · 2014 · author #2
  7. Arbitrage of the first kind and filtration enlargements in semimartingale financial models math.PR · 2014 · author #2
  8. No-arbitrage conditions and absolutely continuous changes of measure q-fin.PR · 2013 · author #1
  9. A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing q-fin.PR · 2013 · author #1
  10. Information, no-arbitrage and completeness for asset price models with a change point q-fin.PR · 2013 · author #1
  11. Weak and strong no-arbitrage conditions for continuous financial markets q-fin.PR · 2013 · author #1
  12. Market viability and martingale measures under partial information q-fin.PM · 2013 · author #1
  13. A unified approach to pricing and risk management of equity and credit risk q-fin.PR · 2012 · author #1
  14. Diffusion-based models for financial markets without martingale measures q-fin.PM · 2012 · author #1
  15. On arbitrages arising from honest times q-fin.PM · 2012 · author #1

Mentions

  • 1509.01672 #3 · backfill · confidence 0.70 Claudio Fontana
  • 1508.03282 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1406.4301 #2 · backfill · confidence 0.70 Claudio Fontana
  • 1401.7198 #2 · backfill · confidence 0.70 Claudio Fontana
  • 1312.4296 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1311.7027 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1304.0923 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1302.7192 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1302.4254 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1212.5395 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1209.4449 #1 · backfill · confidence 0.70 Claudio Fontana
  • 1207.1759 #1 · backfill · confidence 0.70 Claudio Fontana

Frequent Coauthors