‪Nicolas Pesci‬ - ‪Google Scholar‬

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Citations	8	8
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Co-authors

Jean-Philippe AguilarSociété GénéraleVerified email at sgcib.com
Jan KorbelMedical University of Vienna, Complexity Science Hub ViennaVerified email at meduniwien.ac.at

Nicolas Pesci

Nicolas Pesci

Covéa Finance

Verified email at covea-finance.fr

Financial Econometrics Statistical Finance Portfolio Optimization Time Series Analysis Credit Risk


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A structural approach to default modelling with pure jump processes JP Aguilar, N Pesci, V James Applied Mathematical Finance 28 (1), 48-78, 2021	5	2021
On the quantitative properties of some market models involving fractional derivatives JP Aguilar, J Korbel, N Pesci Mathematics 9 (24), 3198, 2021	2	2021
Inflation Forecasts and European Asset Returns: A Regime-Switching Approach N Pesci, JP Aguilar, V James, F Rouillé Journal of Risk and Financial Management 15 (10), 475, 2022	1	2022

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