CENTANNI, Silvia
CENTANNI, Silvia
DIPARTIMENTO DI SCIENZE ECONOMICHE
A Markov switching ACD model for ultra-high-frequency data
2009-01-01 Centanni, Silvia; Furgeri, M.; Mandarà, M.
A Monte Carlo approach to filtering for a class of marked doubly stochastic Poisson processes
2006-01-01 Centanni, Silvia; Minozzo, Marco
A sequential Monte Carlo filter in a class of marked doubly stochastic Poisson processes
2006-01-01 Centanni, Silvia; Minozzo, Marco; Tardelli, P.
Computing option values by pricing kernel with a stochatic volatility model
2011-01-01 Centanni, Silvia; Ongaro, Andrea
Continuous time filtering for a classo of marked doubly stochastic Poisson processes
2011-01-01 Centanni, Silvia; Minozzo, Marco; Tardelli, P.
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data
2007-01-01 Centanni, Silvia; Minozzo, Marco
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data
2006-01-01 Centanni, Silvia; Minozzo, Marco
Estimation of Heston model parameters using stock and option data
2010-01-01 Centanni, Silvia; Ongaro, Andrea
Likelihood inference for marked DSPPs with intensity driven by latent MPPs
2013-01-01 Centanni, Silvia; Minozzo, Marco
Minimizzazione del rischio di copertura con informazione parziale mediante algoritmi reversible jump Markov chain Monte Carlo
2003-01-01 Centanni, Silvia; Minozzo, Marco
Modeling and filtering credit merit in a set of firms
2014-01-01 Centanni, Silvia; Paola, Tardelli
Modeling ultra-high-frequency data: the S&P 500 index future
2008-01-01 Minozzo, Marco; Centanni, Silvia
Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
2010-01-01 Centanni, Silvia; Minozzo, Marco
Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
2012-01-01 Centanni, Silvia; Minozzo, Marco
Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes
2012-01-01 Minozzo, Marco; Centanni, Silvia
Nonlinear filtering using reversible jump Markov chain Monte Carlo in a model for high frequency data
2003-01-01 Centanni, Silvia; Minozzo, Marco
Particle filtering in a class of marked doubly stochastic Poisson processes
2005-01-01 Centanni, Silvia; Minozzo, Marco; P., Tardelli
Smoothing, filtering and estimation by Monte Carlo methods for doubly stochastic Poisson processes
2006-01-01 Minozzo, Marco; Centanni, Silvia
Strategie di minimizzazione del rischio in un modello per movimeni infragiornalieri dei prezzi con l'arrivo di notizie rilevanti
2005-01-01 Centanni, Silvia; Minozzo, Marco
Strategie di minimizzazione del rischio in un modello per movimenti infragiornalieri dei prezzi con l'arrivo di notizie rilevanti
2002-01-01 Centanni, Silvia; Minozzo, Marco