Sfoglia per Autore
TESI DI LAUREA: Modello per un mercato finanziario esente da arbitraggio: esistenza di una legge equivalente che rende il processo stocastico dei prezzi una martingala
1993-01-01 Mancini, C.
RAPPORTO DI STAGE: Il modello CIR trivariato
1995-01-01 Mancini, C.
Estimators for the parameters of a jump-diffusion process
1998-01-01 Mancini, C.
Completing a jump-diffusion version of the bivariate Cox-Ingersoll-Ross model
1998-01-01 Mancini, C.
TESI DI DOTTORATO: A jump-diffusion version of the CIR bivariate model
1999-01-01 Mancini, C.
Modello bivariato di Cox-Ingersoll-Ross guidato da diffusioni e salti: valutazione, completamento, stimatori dei parametri
2000-01-01 Mancini, C.
Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
2001-01-01 Mancini, C.
Estimation of the parameters of jump of a general Poisson-diffusion model
2001-01-01 Mancini, C.
The European options hedge perfectly in a Poisson-Gaussian stock market model
2002-01-01 Mancini, C.
QUADERNO DIMAD on line: Are the Brownian motion and the Poisson process independent?
2002-01-01 Mancini, C.
Statistics of a Poisson-Diffusion process
2003-01-01 Mancini, C.
Metodi matematici per le decisioni aziendali
2003-01-01 Mancini, C.
QUADERNO DIMAD on line: Statistics of a Poisson-Gaussian process
2003-01-01 Mancini, C.
Uniqueness of the solution to a difference-partial differential equation for finance
2003-01-01 Mancini, C.
Estimation of the characteristics of the jumps of a general Poisson-diffusion model
2004-01-01 Mancini, C.
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type
2007-01-01 Gobbi, F.; Mancini, C.
WORKING PAPER su ARXIV.org: Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps
2007-01-01 Gobbi, F.; Mancini, C.
Large deviation principle for an estimator of the diffusion coefficient in a jump diffusion process
2008-01-01 Mancini, C.
Non-parametric Threshold estimation for models with stochastic diffusion coefficient and jumps
2009-01-01 Mancini, C.
Introduction to the special issue: financial mathematics and econometrics
2010-01-01 Renò, R.; Mancini, C.
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