The following pages link to Silvia Romagnoli (Q538183):
Displaying 17 items.
- (Q163416) (redirect page) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- A copula-based hierarchical hybrid loss distribution (Q2340429) (← links)
- A hierarchical copula-based world-wide valuation of sovereign risk (Q2347107) (← links)
- Computing the volume of a high-dimensional semi-unsupervised hierarchical copula (Q3101644) (← links)
- A Copula-Based Model of the Term Structure of CDO Tranches (Q3542247) (← links)
- (Q3565368) (← links)
- Computing the Volume of<i>n</i>-Dimensional Copulas (Q3652699) (← links)
- Counting Statistics for Dependent Random Events (Q4963490) (← links)
- The SINC way: a fast and accurate approach to Fourier pricing (Q5072903) (← links)
- THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (Q5190050) (← links)
- A lattice model with incomplete information: A credit risk application (Q5502852) (← links)
- (Q5699222) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)
