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 |
|---|---|---|
| Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data Statistical Modelling | 2020-10-07 | Paper |
| Credit risk in an economy with new firms arrivals Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
| Modeling and filtering credit merit in a set of firms | 2014-06-20 | Paper |
| Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks International Journal of Theoretical and Applied Finance | 2012-06-25 | Paper |
| Modeling ultra-high-frequency data: the S\&P 500 index future | 2008-03-20 | Paper |
| A Monte Carlo Approach to Filtering for a Class of Marked Doubly Stochastic Poisson Processes Journal of the American Statistical Association | 2007-04-23 | Paper |
| Generalized Exponential Predictors for Time Series Forecasting Journal of the American Statistical Association | 2007-04-23 | Paper |
Research outcomes over time
This page was built for person: Silvia Centanni
