The following pages link to Umberto Cherubini (Q504913):
Displaying 22 items.
- Convolution copula econometrics (Q504915) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Extensions and distortions of \(\lambda\)-fuzzy measures (Q2048754) (← links)
- Estimating redenomination risk under Gumbel-Hougaard survival copulas (Q2054855) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- (Q2715556) (← links)
- A Convolution-Based Autoregressive Process (Q2849521) (← links)
- (Q3412547) (← links)
- A Copula-Based Model of the Term Structure of CDO Tranches (Q3542247) (← links)
- (Q3574012) (← links)
- Computing the Volume of<i>n</i>-Dimensional Copulas (Q3652699) (← links)
- (Q4251754) (← links)
- Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543) (← links)
- Liquidity and credit risk (Q4541602) (← links)
- A note on adjusting correlation matrices (Q4551200) (← links)
- THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (Q5190050) (← links)
- (Q5297903) (← links)
- A lattice model with incomplete information: A credit risk application (Q5502852) (← links)
- Option pricing generators (Q6134133) (← links)
