Sfoglia per Autore  

Opzioni
Mostrati risultati da 1 a 20 di 43
Titolo Autore(i) Anno Periodico Editore Tipo File
A general equilibrium model for the term structure of interest rates and interactions between fiscal and monetary policy S.Romagnoli ; M.Marzo 2005-01-01 - s.n 4.01 Contributo in Atti di convegno -
The range of derivative's arbitrage prices in a general incomplete market S.Romagnoli 2005-01-01 - S.N. 3.02 Curatela -
The range of derivative's arbitrage prices in a general incomplete market S. Romagnoli 2005-01-01 STATISTICA - 1.01 Articolo in rivista -
The future gas price for affine jump diffusion S. Romagnoli; M. Marzo 2005-01-01 - Quaderni di Dipartimento, Matemates 3.02 Curatela -
Barrier Copula Functions U.Cherubini ; S.Romagnoli 2005-01-01 - s.n 4.01 Contributo in Atti di convegno -
Modello matematico per il calcolo del TFR ex IAS19 S. Romagnoli; C. Muzzi 2006-01-01 - - 6.01 Brevetto -
The dependence structure of running maxima and minima:results and option pricing applications U. Cherubini; S. Romagnoli 2007-01-01 - s.n 4.01 Contributo in Atti di convegno -
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 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 -
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 -
Computing the Volume of N-Dimensional Copulas U.Cherubini; S.Romagnoli 2009-01-01 APPLIED MATHEMATICAL FINANCE - 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 -
The Dependence Structure of Running Maxima and Minima:Results and Option Pricing Applications U.Cherubini;S.Romagnoli 2010-01-01 MATHEMATICAL FINANCE - 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 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 -
Multivariate Digital Options with Memory U.Cherubini; S.Romagnoli 2011-01-01 EUROPEAN JOURNAL OF FINANCE - 1.01 Articolo in rivista -
Computing the volume of an high-dimensional semi-unsupervised Hierarchical copula E. Bernardi; S. Romagnoli 2011-01-01 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS - 1.01 Articolo in rivista -
Limiting Loss distribution on a Hierarchical copula-based model Romagnoli S.; Bernardi E. 2012-01-01 INTERNATIONAL REVIEW OF APPLIED FINANCIAL ISSUES AND ECONOMICS - 1.01 Articolo in rivista -
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 -
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems Romagnoli S.; Bernardi E. 2013-01-01 THE JOURNAL OF CREDIT RISK - 1.01 Articolo in rivista -
Mostrati risultati da 1 a 20 di 43
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