Concepedia

Marco de Innocentis

MD

Statistics

Publications

3

Citations

94

H-Index

3

Active since

2011

Affiliations

University of Leicester(Current)

Marco de Innocentis is an author at University of Leicester specializing in economics, financial economics, and finance.

Publications per year

2011–2016

3

Publications

3

Pricing discrete barrier options and credit default swaps under Lévy processes

Marco de Innocentis, Sergei Levendorskiı̌ · Quantitative Finance · 2013 · 51 citations · Full text

, , +15

PRICES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS, NEAR BARRIER

Mitya Boyarchenko, Marco de Innocentis, Sergei Levendorskiı̌ · International Journal of Theoretical and Applied Finance · 2011 · 31 citations

, , +14

Calibration and Backtesting of the Heston Model for Counterparty Credit Risk

Marco de Innocentis, Sergei Levendorskiı̌ · SSRN Electronic Journal · 2016 · 12 citations · Full text

, , +17

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