The following pages link to Simone Scotti (Q1670393):
Displaying 21 items.
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- An Optimal Dividend and Investment Control Problem under Debt Constraints (Q2873129) (← links)
- Stochastic Sensitivity Study for Optimal Credit Allocation (Q3195066) (← links)
- (Q3550818) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- OPTIMAL CREDIT ALLOCATION UNDER REGIME UNCERTAINTY WITH SENSITIVITY ANALYSIS (Q5245886) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets (Q6206441) (← links)
- Perturbative Approach on Financial Markets (Q6209753) (← links)
- Risk Premium Impact in the Perturbative Black Scholes Model (Q6209755) (← links)
- Asset Pricing under uncertainty (Q6231861) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6414762) (← links)
