The following pages link to Patrizia Semeraro (Q504489):
Displayed 27 items.
- A note on marked point processes and multivariate subordination (Q504490) (← links)
- Representation of multivariate Bernoulli distributions with a given set of specified moments (Q1795592) (← links)
- Computational and analytical bounds for multivariate Bernoulli distributions (Q2074649) (← links)
- On non-linear dependence of multivariate subordinated Lévy processes (Q2216946) (← links)
- A note on the portfolio selection problem (Q2502406) (← links)
- On the preservation of the supermodular order under multivariate claim models (Q2504966) (← links)
- Multivariate time changes for Lévy asset models: characterization and calibration (Q2654202) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Ageing and stochastic comparisons for a covariate failure model (Q3153668) (← links)
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks (Q3440874) (← links)
- A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS (Q3520391) (← links)
- Single and joint default in a structural model with purely discontinuous asset prices (Q3557566) (← links)
- A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE (Q3580217) (← links)
- (Q4593693) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Preservation of positive and negative orthant dependence concepts under mixtures and applications (Q4660522) (← links)
- Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
- Graphical models for complex networks: an application to Italian museums (Q5036470) (← links)
- A note on the multivariate generalized asymmetric Laplace motion (Q5077188) (← links)
- Refinement Derivatives and Values of Games (Q5388073) (← links)
- Model risk in credit risk (Q6078435) (← links)
- Exchangeable Bernoulli distributions: high dimensional simulation, estimation, and testing (Q6101688) (← links)
- High dimensional Bernoulli distributions: algebraic representation and applications (Q6178587) (← links)
- Characterization of multivariate Bernoulli distributions with given margins (Q6287490) (← links)
- Exchangeable Bernoulli distributions: high dimensional simulation, estimate and testing (Q6358598) (← links)
- Multivariate tempered stable additive subordination for financial models (Q6366704) (← links)