CENTANNI, Silvia
CENTANNI, Silvia
DIPARTIMENTO DI SCIENZE ECONOMICHE
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A Monte Carlo approach to filtering for a class of marked doubly stochastic Poisson processes
2006-01-01 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
Modeling and filtering credit merit in a set of firms
2014-01-01 Centanni, Silvia; Paola, Tardelli
Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
2012-01-01 Centanni, Silvia; Minozzo, Marco
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Monte Carlo approach to filtering for a class of marked doubly stochastic Poisson processes | 1-gen-2006 | Centanni, Silvia; Minozzo, Marco | |
| Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data | 1-gen-2006 | Centanni, Silvia; Minozzo, Marco | |
| Modeling and filtering credit merit in a set of firms | 1-gen-2014 | Centanni, Silvia; Paola, Tardelli | |
| Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks | 1-gen-2012 | Centanni, Silvia; Minozzo, Marco |