Roberto Marfè
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Person:2888104
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 |
|---|---|---|
| Corporate Fraction and the Equilibrium Term Structure of Equity Risk * Review of Finance | 2018-11-09 | Paper |
| Multivariate Lévy processes with dependent jump intensity Quantitative Finance | 2015-04-16 | Paper |
| A multivariate pure-jump model with multi-factorial dependence structure International Journal of Theoretical and Applied Finance | 2012-08-30 | Paper |
| A generalized variance gamma process for financial applications Quantitative Finance | 2012-06-25 | Paper |
| Multivariate jump arrivals: The variance gamma case | 2012-05-30 | Paper |
Research outcomes over time
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