The following pages link to Carlo Mari (Q704062):
Displayed 11 items.
- Credit risk analysis of mortgage loans: An application to the Italian market (Q704063) (← links)
- (Q1200239) (redirect page) (← links)
- Analytical and numerical results on \(M\)-variable generalized Bessel functions (Q1200240) (← links)
- Single factor models with Markovian spot interest rate: An analytical treatment (Q1397606) (← links)
- Risk shaping of optimal electricity portfolios in the stochastic LCOE theory (Q1652696) (← links)
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
- Internal hedging of intermittent renewable power generation and optimal portfolio selection (Q2241098) (← links)
- Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution (Q3424331) (← links)
- (Q3624230) (← links)
- (Q4953580) (← links)
- Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market (Q6088799) (← links)