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CHERUBINI, UMBERTO

CHERUBINI, UMBERTO  

DSE - DIPARTIMENTO DI SCIENZE ECONOMICHE  

Docenti di ruolo di Ia fascia  

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Risultati 1 - 20 di 43 (tempo di esecuzione: 0.035 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Bid-ask bounds for option prices: the two-tail distortion model Cherubini, Umberto; Mulinacci, Sabrina 2025-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista New_Fuzzy_QF_Revision 2.pdf
Consumption Skewness, Time Deformation and the Term Structure Cherubini, Umberto; Neri, Paolo 2025-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
Implied dividend bounds in option prices: anatomy of two markets Cherubini, Umberto; Mulinacci, Sabrina 2025-01-01 DECISIONS IN ECONOMICS AND FINANCE - 1.01 Articolo in rivista s10203-025-00506-z.pdf
Option pricing generators Carr, Peter; Cherubini, Umberto 2023-01-01 Frontiers of Mathematical Finance - 1.01 Articolo in rivista 10.3934_fmf.2023012-1.pdf
Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson Carr, P.; Cherubini, U. 2022-01-01 THE JOURNAL OF DERIVATIVES - 1.01 Articolo in rivista -
Estimating redenomination risk under Gumbel–Hougaard survival copulas Cherubini U. 2021-01-01 JOURNAL OF ECONOMIC DYNAMICS & CONTROL - 1.01 Articolo in rivista Redenomination_Revised_27_08_2021.pdf
Extensions and distortions of λ-fuzzy measures Cherubini, U.; Mulinacci, S. 2021-01-01 FUZZY SETS AND SYSTEMS - 1.01 Articolo in rivista Cherubini_Mulinacci.pdf
Hierarchical Archimedean Dependence in Common Shock Models Cherubini, U.; Mulinacci, S. 2021-01-01 METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY - 1.01 Articolo in rivista Cheruibini_Mulinacci_MCAP.pdf
Moving form IBORs to Alternative Risk Free Rates Marco Bianchetti;Umberto Cherubini;Veronica Falco 2021-01-01 RISK MANAGEMENT MAGAZINE - 1.01 Articolo in rivista RMM-2021-01.pdf
Scommesse razionali, probabilità e informazione. Note di un matematico e di un giurista a un anno dalla Sentenza SS.UU. 8770 del 2020 Umberto Cherubini;Daniele Maffeis 2021-01-01 RIVISTA DI DIRITTO BANCARIO - 1.01 Articolo in rivista -
From IBORs to RFRs: Impacts on Banks' Processes and Procedures Cherubini, Umberto; Bianchetti, Marco 2019-01-01 - AIFIRM – Associazione Italiana Financial Industry Risk Managers 3.01 Monografia / trattato scientifico in forma di libro -
The Gumbel-Marshall-Olkin distribution Umberto Cherubini; Sabrina Mulinacci 2017-01-01 - Springer Nature 2.01 Capitolo / saggio in libro -
Convolution Copula Econometrics Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina 2016-01-01 - Springer 3.01 Monografia / trattato scientifico in forma di libro -
Eurobonds: A Quantitative Approach Baglioni, Angelo; Cherubini, Umberto 2016-01-01 REVIEW OF LAW & ECONOMICS - 1.01 Articolo in rivista -
Prudent Valuation Guidelines and Sound Practices Cherubini, Umberto; Bianchetti, Marco 2016-01-01 - AIFIRM – Associazione Italiana Financial Industry Risk Managers 3.01 Monografia / trattato scientifico in forma di libro -
Marshall–Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013 Cherubini, Umberto; Durante, Fabrizio; Mulinacci, Sabrina 2015-01-01 SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS Springer International Publishing 3.02 Curatela -
Contagion-based distortion risk measures Umberto Cherubini; Sabrina Mulinacci 2014-01-01 APPLIED MATHEMATICS LETTERS - 1.01 Articolo in rivista -
Marking-to-market government guarantees to financial systems - Theory and evidence for Europe A.Baglioni;U.Cherubini 2013-01-01 JOURNAL OF INTERNATIONAL MONEY AND FINANCE - 1.01 Articolo in rivista -
Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe Angelo Baglioni; Umberto Cherubini 2013-01-01 JOURNAL OF ECONOMIC DYNAMICS & CONTROL - 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 -