| Price impact on term structure D Brigo, F Graceffa, E Neuman Quantitative Finance 22 (1), 171-195, 2022 | 7 | 2022 |
| Mild to classical solutions for XVA equations under stochastic volatility D Brigo, F Graceffa, A Kalinin SIAM Journal on Financial Mathematics 15 (1), 215-254, 2024 | 4 | 2024 |
| On the consistency of jump-diffusion dynamics for FX rates under inversion F Graceffa, D Brigo, A Pallavicini International Journal of Financial Engineering 7 (04), 2050046, 2020 | 2 | 2020 |
| A random journey through dynamics and finance: pullback attractors, price impact, nonlinear valuation and FX market F Graceffa Imperial College London, 2022 | | 2022 |
| Common noise pullback attractors for stochastic dynamical systems F Graceffa, JSW Lamb arXiv preprint arXiv:2108.05134, 2021 | | 2021 |
| LATENCY AND LIQUIDITY RISK D Brigo, F Graceffa, E Neuman | | |
| Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication F Graceffa, G Germano | | |
