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
https://portal.mardi4nfdi.de/entity/Q5448399	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Silvia Centanni