Sfoglia per Autore
The concept of a new insurance policy using leader- follower games
2004 I Colivicchi; F. Mignanego; S.Mulinacci
The concept of a new insurance policy using leader- follower games
2004 S. Mulinacci; I. Colivicchi
American Options in Incomplete markets
2005 F. Mignanego; S. Mulinacci
The concept of a new insurance policy using leader- follower games
2005 I Colivicchi; F. Mignanego; S.Mulinacci
On the inefficiency of the American option contract in incomplete markets
2006 F. Mignanego; S. Mulinacci
A Lattice Model with Incomplete Information: A Credit Risk Application
2008 U.Cherubini;S.Mulinacci;S.Romagnoli
A Dynamic Control Strategy for Pension Plans in a Stochastic Framework
2008 Colivicchi I.; Mulinacci S.; Vanncci E.
A Copula-Based Model of the Term Structure of CDO Tranches
2008 U.Cherubini; S.Mulinacci; S.Romagnoli
A DYNAMIC CONTROL STRATEGY FOR PENSION PLANS IN A STOCHASTIC FRAMEWORK
2009 C. Colivicchi; S. Mulinacci; E. Vannucci
Modeling the term structure of CDO tranches
2009 U. Cherubini; S. Mulinacci; S. Romagnoli
Fourier Transform Methods in Finance
2010 U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi
The Concept of a Suitable Insurance Policy Using Leader-Follower Games
2010 I. Colivicchi; F. Mignanego; S. Mulinacci
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010 U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli
A copula-based model of speculative price dynamics in discrete time
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
THE CONCEPT OF A SUITABLE INSURANCE POLICY USING LEADER -FOLLOWER GAMES
2011 Colivicchi I.; Mignanego F.; Mulinacci S.
The efficient hedging problem for American options
2011 S. Mulinacci
On the distribution of (un)bounded sum of random variables
2011 Cherubini U.; Mulinacci S.; Romagnoli S.
A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives
2012 U. Cherubini;S. Mulinacci
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
Contagion-based distortion risk measures
2014 Umberto Cherubini; Sabrina Mulinacci
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| The concept of a new insurance policy using leader- follower games | I Colivicchi; F. Mignanego; S.Mulinacci | 2004-01-01 | - | s.n | 4.02 Riassunto (Abstract) | - |
| The concept of a new insurance policy using leader- follower games | S. Mulinacci; I. Colivicchi | 2004-01-01 | - | s.s. | 4.02 Riassunto (Abstract) | - |
| American Options in Incomplete markets | F. Mignanego; S. Mulinacci | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| The concept of a new insurance policy using leader- follower games | I Colivicchi; F. Mignanego; S.Mulinacci | 2005-01-01 | - | s.n | 4.01 Contributo in Atti di convegno | - |
| On the inefficiency of the American option contract in incomplete markets | F. Mignanego; S. Mulinacci | 2006-01-01 | - | s.n | 4.02 Riassunto (Abstract) | - |
| A Lattice Model with Incomplete Information: A Credit Risk Application | U.Cherubini;S.Mulinacci;S.Romagnoli | 2008-01-01 | STATISTICS & DECISIONS | - | 1.01 Articolo in rivista | - |
| A Dynamic Control Strategy for Pension Plans in a Stochastic Framework | Colivicchi I.; Mulinacci S.; Vanncci E. | 2008-01-01 | - | s.n | 4.02 Riassunto (Abstract) | - |
| A Copula-Based Model of the Term Structure of CDO Tranches | U.Cherubini; S.Mulinacci; S.Romagnoli | 2008-01-01 | - | Springer Verlag | 2.01 Capitolo / saggio in libro | - |
| A DYNAMIC CONTROL STRATEGY FOR PENSION PLANS IN A STOCHASTIC FRAMEWORK | C. Colivicchi; S. Mulinacci; E. Vannucci | 2009-01-01 | GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI | - | 1.01 Articolo in rivista | - |
| Modeling the term structure of CDO tranches | U. Cherubini; S. Mulinacci; S. Romagnoli | 2009-01-01 | - | C. Gourieroux, M. Jeanblanc | 4.01 Contributo in Atti di convegno | - |
| Fourier Transform Methods in Finance | U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi | 2010-01-01 | - | John Wiley & Sons | 3.01 Monografia / trattato scientifico in forma di libro | - |
| The Concept of a Suitable Insurance Policy Using Leader-Follower Games | I. Colivicchi; F. Mignanego; S. Mulinacci | 2010-01-01 | INTERNATIONAL JOURNAL OF MATHEMATICS GAME THEORY AND ALGEBRA | - | 1.01 Articolo in rivista | - |
| A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets | U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli | 2010-01-01 | - | Springer Verlag | 4.01 Contributo in Atti di convegno | - |
| A copula-based model of speculative price dynamics in discrete time | Cherubini U.; Mulinacci S.; Romagnoli S. | 2011-01-01 | JOURNAL OF MULTIVARIATE ANALYSIS | - | 1.01 Articolo in rivista | - |
| THE CONCEPT OF A SUITABLE INSURANCE POLICY USING LEADER -FOLLOWER GAMES | Colivicchi I.; Mignanego F.; Mulinacci S. | 2011-01-01 | - | Nova Science Publishers, Inc. | 2.01 Capitolo / saggio in libro | - |
| The efficient hedging problem for American options | S. Mulinacci | 2011-01-01 | FINANCE AND STOCHASTICS | - | 1.01 Articolo in rivista | - |
| On the distribution of (un)bounded sum of random variables | Cherubini U.; Mulinacci S.; Romagnoli S. | 2011-01-01 | INSURANCE MATHEMATICS & ECONOMICS | - | 1.01 Articolo in rivista | - |
| A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives | U. Cherubini;S. Mulinacci | 2012-01-01 | - | Risk Books | 2.01 Capitolo / saggio in libro | - |
| Dynamic Copula Methods in Finance | U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli | 2012-01-01 | - | John Wiley & Sons, Ltd | 3.01 Monografia / trattato scientifico in forma di libro | - |
| Contagion-based distortion risk measures | Umberto Cherubini; Sabrina Mulinacci | 2014-01-01 | APPLIED MATHEMATICS LETTERS | - | 1.01 Articolo in rivista | - |
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