Serena Fuschini

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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!

PublicationDate of PublicationType
Credit Contagion in a Long Range Dependent Macroeconomic Factor Model
Advanced Mathematical Methods for Finance
2011-08-08Paper
Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst indexH>1/2
Stochastics
2008-11-25Paper


Research outcomes over time


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