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References
- ↑ Brigo, D. & Mercurio, F. (2002), "Lognormal-Mixture Dynamics and Calibration to Market Volatility Smiles", International Journal of Theoretical and Applied Finance, 5 (4): 427–446, CiteSeerX 10.1.1.210.4165 , doi:10.1142/S0219024902001511
- ↑ Mercurio, F. & Moreni, N. (2006), "Inflation with a smile", Risk March, 19 (3): 70–75
- ↑ Brigo, D. & Mercurio, F. (2001), Interest Rate Models: Theory and Practice – with Smile, Inflation and Credit, Heidelberg: Springer Verlag
- ↑ Quant of the year award announcement from Risk Magazine
