| Term structure of interest rates and the expectation hypothesis: The euro area S Musti, RL D’Ecclesia European Journal of Operational Research 185 (3), 1596-1606, 2008 | 33 | 2008 |
| Modelling electricity futures prices using seasonal path-dependent volatility V Fanelli, L Maddalena, S Musti Applied energy 173, 92-102, 2016 | 29 | 2016 |
| Asian options pricing in the day-ahead electricity market V Fanelli, L Maddalena, S Musti Sustainable cities and society 27, 196-202, 2016 | 22 | 2016 |
| Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model C Chiarella, V Fanelli, S Musti European Journal of Operational Research 208 (2), 95-108, 2011 | 20 | 2011 |
| A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models C Chiarella, L Clewlow, S Musti European journal of operational research 161 (2), 325-336, 2005 | 8 | 2005 |
| Electricity market equilibrium model with seasonal volatilities V Fanelli, S Musti, L Maddalena Procedia engineering 118, 1217-1224, 2015 | 4 | 2015 |
| Modelling electricity forward curve dynamics in the Italian markets V Fanelli, S Musti Atti del XXXII Convegno annuale AMASES, Trento, 1-4 settembre???, 2008 | 3 | 2008 |
| Why did CPDOs fail? An analysis focused on credit spread modeling V Fanelli, S Musti International Review of Applied Financial Issues and Economics 2 (4), 784, 2010 | 2 | 2010 |
| Numerical implementation of a credit risk model in the HJM framework V Fanelli, S Musti Atti del XXXI Convegno annuale AMASES, Associazione per la Matematica …, 2007 | 2 | 2007 |
| Numerical Investigations of the Heath-Jarrow-Morton Model with Forward Rate Dependent Volatility S Musti University of Technology, Sydney, 2001 | 1 | 2001 |
| Possiamo evitare un'altra crisi finanziaria? S Musti Imprimatur, 2017 | | 2017 |
| Pricing a Swap on Italian Spark Spread in the Presence of Counterparty Credit Risk V Fanelli, L Maddalena, S Musti Abstract in XXXIX Convegno annuale AMASES, Associazione per la Matematica …, 2015 | | 2015 |
| Investigating the diffusion of renewable energy technologies in Italy V Fanelli, L Maddalena, S Musti Advances and Applications in Mathematical Sciences 12 (1), 59, 2012 | | 2012 |
| Implementazione di un modello di equilibrio per la determinazione del prezzo forward dell’energia elettrica V Fanelli, L Maddalena, S Musti Lo sviluppo del mercato energetico in Puglia: energie rinnovabili ed …, 2012 | | 2012 |
| La diffusione di tecnologie per la produzione di energia da fonte rinnovabile in Puglia: modelli a confronto V Fanelli, L Maddalena, S Musti Lo sviluppo del mercato energetico in Puglia: energie rinnovabili ed …, 2012 | | 2012 |
| Why did CPDOs fail? An analysis focused on credit spread modeling S Musti, V Fanelli Quaderni DSEMS, 2010 | | 2010 |
| Electricity Price Modelling with a Regime Switching Volatility S Musti, V Fanelli Quaderni DSEMS, 2010 | | 2010 |
| Electricity Price Modelling with a Regime Switching Volatility V Fanelli, S Musti QUADERNI DEL DIPARTIMENTO DI SCIENZE ECONOMICHE, MATEMATICHE E STATISTICHE …, 2010 | | 2010 |
| Why did CPDOs fail? An analysis focused on credit spread modeling F Viviana, S Musti INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS 2, 2010 | | 2010 |
| A stochastic model for constant proportional debt obligations V Fanelli, S Musti 23rd European Conference on Operational Research, Bonn, 2009 | | 2009 |
Viviana FanelliUniversity of Bari Aldo MoroVerified email at uniba.it
