SEMERARO, PATRIZIA
SEMERARO, PATRIZIA
Dip. STATISTICA E MATEMATICA "DE CASTRO" (attivo dal 01/01/1900 al 31/12/2011)
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Risultati 1 - 10 di 10 (tempo di esecuzione: 0.022 secondi).
A Generalized Normal Mean Variance Mixture for Return Processes in Finance
2010-01-01 Elisa Luciano; Patrizia Semeraro
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
Model risk in credit risk
2020-01-01 Fontana R.; Luciano E.; Semeraro P.
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
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
2022-01-01 Marina Marena; Andrea Romeo; Patrizia Semeraro
On non-linear dependence of multivariate subordinated Lévy processes
2020-01-01 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Refinement derivatives and values of games
2008-01-01 L. Montrucchio; P. Semeraro
Single and joint default in a structural model with purely discontinuous asset prices
2010-01-01 Filippo Fiorani; Elisa Luciano; Patrizia Semeraro