Sergio Pastorello

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Person:737256

Available identifiers

zbMath Open pastorello.sergioMaRDI QIDQ737256

List of research outcomes





PublicationDate of PublicationType
Maximization by parts in extremum estimation2022-07-27Paper
Estimating and testing non-affine option pricing models with a large unbalanced panel of options2022-07-26Paper
European spreads at the interest rate lower bound2021-11-16Paper
Estimation of objective and risk-neutral distributions based on moments of integrated volatility2016-08-10Paper
Efficient importance sampling maximum likelihood estimation of stochastic differential equations2014-04-14Paper
https://portal.mardi4nfdi.de/entity/Q45408292002-07-28Paper
https://portal.mardi4nfdi.de/entity/Q48540581999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q48540971999-11-08Paper
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT1999-06-10Paper

Research outcomes over time

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