Flavia Barsotti
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Data-Driven Approach for Systemic Risk: A Macroprudential Perspective Mathematics in Industry | 2023-09-15 | Paper |
| Hedging error as generalized timing risk Quantitative Finance | 2023-06-20 | Paper |
| Firm's volatility risk under microstructure noise Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-12-13 | Paper |
| Asymptotic Static Hedge via Symmetrization | 2018-01-11 | Paper |
| Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors Insurance Mathematics & Economics | 2016-12-14 | Paper |
| Switching tax structure and payouts in endogenous bankruptcy models Stochastics | 2016-05-04 | Paper |
| Hypothesis testing for Markovian models with random time observations Journal of Statistical Planning and Inference | 2016-03-08 | Paper |
| Estimating the transition matrix of a Markov chain observed at random times Statistics & Probability Letters | 2014-11-03 | Paper |
| Capital structure with firm's net cash payouts | 2012-05-30 | Paper |
Research outcomes over time
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