Cristian Pelizzari

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
Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas Annals of Operations Research	2021-11-08	Paper
Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation European Journal of Operational Research	2019-03-27	Paper
Relevant states and memory in Markov chain bootstrapping and simulation European Journal of Operational Research	2018-05-24	Paper
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping Annals of Operations Research	2017-03-07	Paper
Approximating Markov chains for bootstrapping and simulation Springer Proceedings in Mathematics & Statistics	2016-11-18	Paper
Risk-averse equilibrium modeling and social optimality of cap-and-trade mechanisms Springer Proceedings in Mathematics & Statistics	2016-11-18	Paper
Approximating multivariate Markov chains for bootstrapping through contiguous partitions OR Spectrum	2015-08-03	Paper
A tabu search heuristic procedure in Markov chain bootstrapping European Journal of Operational Research	2014-07-28	Paper
Pricing inflation-linked bonds Quantitative Finance	2010-04-23	Paper

Research outcomes over time

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