Sfoglia per Autore
Mostrati risultati da 1 a 10 di 10
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators
2007-01-01 E. LUCIANO; P. SEMERARO
Generalized normal mean variance mixture and subordinated Brownian motion.
2007-01-01 E. LUCIANO; P. SEMERARO
Refinement derivatives and values of games
2008-01-01 L. Montrucchio; P. Semeraro
A Generalized Normal Mean Variance Mixture for Return Processes in Finance
2010-01-01 Elisa Luciano; Patrizia Semeraro
Single and joint default in a structural model with purely discontinuous asset prices
2010-01-01 Filippo Fiorani; Elisa Luciano; Patrizia Semeraro
Multivariate Time Changes for Lévy Asset Models: characterization and calibration
2010-01-01 Elisa Luciano; Patrizia Semeraro
Multivariate variance gamma and gaussian dependence: a study with copulas
2010-01-01 E. Luciano; P. Semeraro
On non-linear dependence of multivariate subordinated Lévy processes
2020-01-01 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Model risk in credit risk
2020-01-01 Fontana R.; Luciano E.; Semeraro P.
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
2022-01-01 Marina Marena; Andrea Romeo; Patrizia Semeraro
Mostrati risultati da 1 a 10 di 10
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile