Stefano D'Addona
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Person:470725
Available identifiers
zbMath Open daddona.stefanoMaRDI QIDQ470725
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 |
|---|---|---|
| Nonparametric estimates of option prices via Hermite basis functions | 2024-01-10 | Paper |
| Asset pricing and the role of macroeconomic volatility | 2014-11-13 | Paper |
| Multivariate heavy-tailed models for value-at-risk estimation | 2012-08-30 | Paper |
| A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL | 2008-05-20 | Paper |
| TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE | 2007-06-20 | Paper |
Research outcomes over time
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