Silvia Centanni

Available identifiers

zbMath Open centanni.silviaMaRDI QIDQ1707050

List of research outcomes

Publication	Date of Publication	Type
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data	2020-10-07	Paper
Credit risk in an economy with new firms arrivals	2018-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q4979948	2014-06-20	Paper
Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks	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	2007-04-23	Paper
Generalized Exponential Predictors for Time Series Forecasting	2007-04-23	Paper

Research outcomes over time

This page was built for person: Silvia Centanni