| Covariance and correlation swaps for financial markets with Markov-modulated volatilities G Salvi, AV Swishchuk International Journal of Theoretical and Applied Finance 17 (01), 1450006, 2014 | 13 | 2014 |
| Multivariate Semi-Markov Process for Counterparty Credit Risk G D'Amico, R Manca, G Salvi arXiv preprint arXiv:1112.0226, 2011 | 9* | 2011 |
| Shear thickening in a solution undergoing inverse melting R Angelini, G Salvi, G Ruocco Philosophical Magazine 88 (33-35), 4109-4116, 2008 | 9 | 2008 |
| A semi-Markov modulated interest rate model G D’Amico, R Manca, G Salvi Statistics & Probability Letters 83 (9), 2094-2102, 2013 | 6 | 2013 |
| Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities G Salvi, AV Swishchuk arXiv preprint arXiv:1205.5565, 2012 | 6 | 2012 |
| Pricing of variance, volatility, covariance and correlation swaps in a markov-modulated volatility model G Salvi, AV Swishchuk Preprint, 2012 | 6 | 2012 |
| Bivariate semi-Markov reward chain and credit spreads G D’Amico, R Manca, G Salvi IMA Journal of Management Mathematics 27 (4), 529-556, 2016 | 3 | 2016 |
| Superfuidity in neutron-star matter O Benhar, G De Rosi, G Salvi2a arXiv preprint arXiv:1305.4659, 2013 | | 2013 |
| On Semi-Markov Processes and Financial Applications G Salvi | | 2013 |
| Shear thickening in molecular liquids characterized by inverse melting R Angelini, G Salvi, G Ruocco arXiv preprint arXiv:0909.3050, 2009 | | 2009 |
| Superfluidità nella materia neutronica DOB Noccioli, G Salvi | | |
Raimondo MancaDipartimento di metodi e modelli per l'economia il territorio e la finanza (MEMOTEF), SapienzaVerified email at uniroma1.it
