Giuseppe Di Graziano

A DYNAMIC APPROACH TO THE MODELING OF CORRELATION CREDIT DERIVATIVES USING MARKOV CHAINS

Giuseppe Di Graziano, L. C. G. Rogers · International Journal of Theoretical and Applied Finance · 2009 · 44 citations

Business, Economics, Finance +17

A Dynamic Approach to the Modeling of Correlation Credit Derivatives Using Markov Chains

L. C. G. Rogers, Giuseppe Di Graziano · 2009 · 23 citations

Business, Economics, Finance +17

TARGET VOLATILITY OPTION PRICING

Giuseppe Di Graziano, Lorenzo Torricelli · International Journal of Theoretical and Applied Finance · 2011 · 19 citations

Business, Economics, Finance +17

Equity with Markov-modulated dividends

Giuseppe Di Graziano, L. C. G. Rogers · Quantitative Finance · 2009 · 19 citations

Business, Economics, Finance +17

Barrier option pricing for assets with Markov-modulated dividends

Giuseppe Di Graziano, L. C. G. Rogers · The Journal of Computational Finance · 2006 · 16 citations

Business, Finance, Financial Economics +16