SEMERARO, PATRIZIA

SEMERARO, PATRIZIA  

Dip. STATISTICA E MATEMATICA "DE CASTRO" (attivo dal 01/01/1900 al 31/12/2011)  

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Titolo Data di pubblicazione Autore(i) File
A Generalized Normal Mean Variance Mixture for Return Processes in Finance 2010 Elisa Luciano; Patrizia Semeraro
Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators 2007 E. LUCIANO; P. SEMERARO
Generalized normal mean variance mixture and subordinated Brownian motion. 2007 E. LUCIANO; P. SEMERARO
Model risk in credit risk 2020 Fontana R.; Luciano E.; Semeraro P.
Multivariate Time Changes for Lévy Asset Models: characterization and calibration 2010 Elisa Luciano; Patrizia Semeraro
Multivariate variance gamma and gaussian dependence: a study with copulas 2010 E. Luciano; P. Semeraro
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework 2022 Marina Marena; Andrea Romeo; Patrizia Semeraro
On non-linear dependence of multivariate subordinated Lévy processes 2020 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Refinement derivatives and values of games 2008 L. Montrucchio; P. Semeraro
Single and joint default in a structural model with purely discontinuous asset prices 2010 Filippo Fiorani; Elisa Luciano; Patrizia Semeraro