CENTANNI, Silvia
CENTANNI, Silvia
DIPARTIMENTO DI SCIENZE ECONOMICHE
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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.
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 likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes
2012-01-01 Minozzo, Marco; Centanni, Silvia
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Computing option values by pricing kernel with a stochatic volatility model | 1-gen-2011 | Centanni, Silvia; Ongaro, Andrea | |
| Continuous time filtering for a classo of marked doubly stochastic Poisson processes | 1-gen-2011 | Centanni, Silvia; Minozzo, Marco; Tardelli, P. | |
| Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks | 1-gen-2010 | Centanni, Silvia; Minozzo, Marco | |
| Monte Carlo likelihood inference for marked doubly stochastic Poisson processes with intensity driven by marked point processes | 1-gen-2012 | Minozzo, Marco; Centanni, Silvia |