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Fulvia Fringuellotti

Federal Reserve Bank of New York

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Credit, Income and Inequality

2021 Social Science Research Network
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A cost-benefit analysis of capital requirements adjusted for model risk

2020 Journal of Corporate Finance
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A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

2020
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A Generalized Bachelier Formula for Pricing Basket and Spread Options

2015 Social Science Research Network
- Fulvia Fringuellotti
- Ciprian Necula
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