Silvia Romagnoli

Available identifiers

Publication	Date of Publication	Type
The SINC way: a fast and accurate approach to Fourier pricing	2022-05-05	Paper
A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models	2021-03-18	Paper
Counting Statistics for Dependent Random Events	2021-02-18	Paper
Measure-invariance of copula functions as tool for testing no-arbitrage assumption	2018-04-16	Paper
Granger Independent Martingale Processes	2016-07-06	Paper
A hierarchical copula-based world-wide valuation of sovereign risk	2015-05-26	Paper
A copula-based hierarchical hybrid loss distribution	2015-04-17	Paper
Computing the volume of a high-dimensional semi-unsupervised hierarchical copula	2011-11-29	Paper
On the distribution of the (un)bounded sum of random variables	2011-08-01	Paper
A copula-based model of speculative price dynamics in discrete time	2011-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3565368	2010-06-03	Paper
THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS	2010-03-12	Paper
Computing the Volume ofn-Dimensional Copulas	2009-12-16	Paper
A lattice model with incomplete information: A credit risk application	2009-01-09	Paper
A Copula-Based Model of the Term Structure of CDO Tranches	2008-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q5699222	2006-09-27	Paper
Robustness of the Black-Scholes approach in the case of options on several assets	2001-03-01	Paper

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