The following pages link to Sabrina Mulinacci (Q483721):
Displaying 26 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Convolution copula econometrics (Q504915) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478) (← links)
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- Archimedean-based Marshall-Olkin distributions and related dependence structures (Q1703027) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- Extensions and distortions of \(\lambda\)-fuzzy measures (Q2048754) (← links)
- Hierarchical Archimedean dependence in common shock models (Q2241502) (← links)
- New characterizations of bivariate discrete Schur-constant models (Q2244549) (← links)
- On the distribution of the (un)bounded sum of random variables (Q2276205) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications (Q2665863) (← links)
- Probability solutions of the Sincov's functional equation on the set of nonnegative integers (Q2679724) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- (Q2943339) (← links)
- (Q3015808) (← links)
- A Copula-Based Model of the Term Structure of CDO Tranches (Q3542247) (← links)
- (Q3574012) (← links)
- (Q4239632) (← links)
- (Q4407418) (← links)
- (Q4681743) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution (Q5272899) (← links)
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS (Q5379413) (← links)
- A lattice model with incomplete information: A credit risk application (Q5502852) (← links)
