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Mostrati risultati da 1 a 9 di 9
Tests on multiscale forecasting models
1999-01-01 Berardi, Andrea; Roveda, Alberto; Tebaldi, Claudio
A multifractal model for volatily fluctuations in financial time series
1999-01-01 Rossi, Francesco; Roveda, Alberto; Tebaldi, Claudio
Estimation Risk Measurament Through Principal Component Analysis and Random Matrix Theory
2002-01-01 Tebaldi, Claudio; Rossi, Francesco
Bond price and Impulse-Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) model
2004-01-01 Tebaldi, Claudio; M., Grasselli
Solvable Affine Term Structure Models
2004-01-01 Tebaldi, Claudio; Grasselli, M.
Affine Jump Diffusion Models
2004-01-01 Tebaldi, Claudio
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models
2004-01-01 Tebaldi, Claudio; Martino, Grasselli
HEDGING USING SIMULATION: A LEAST SQUARES APPROACH.
2005-01-01 Tebaldi, Claudio
A Multi-factor Volatility Heston Model
2006-01-01 Josè Da, Fonseca; Martino, Grasselli; Tebaldi, Claudio
Mostrati risultati da 1 a 9 di 9
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