MAZZON, Andrea
MAZZON, Andrea
DIPARTIMENTO DI SCIENZE ECONOMICHE
Mostra
records
Risultati 1 - 9 di 9 (tempo di esecuzione: 0.014 secondi).
Detecting asset price bubbles using deep learning
In corso di stampa Biagini, F; Gonon, L; Mazzon, A; Meyer-Brandis, T
Estimating extreme cancellation rates in life insurance
2021-01-01 Biagini, F; Huber, T; Jaspersen, Jg; Mazzon, A
Financial Asset Bubbles in Banking Networks
2019-01-01 Biagini, F; Mazzon, A; Meyer-Brandis, T
Generalized Feynman-Kac formula under volatility uncertainty
2023-01-01 Akhtari, B; Biagini, F; Mazzon, A; Oberpriller, K
Liquidity Based Modeling of Asset Price Bubbles via Random Matching
2023-01-01 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo; Oberpriller, Katharina
Liquidity Induced Asset Bubbles via Flows of ELMMs
2018-01-01 Biagini, F; Mazzon, A; Meyer-Brandis, T
Optional projection under equivalent local martingale measures
2023-01-01 Biagini, F; Mazzon, A; Perkkioe, Ap
Reduced-form framework for multiple ordered default times under model uncertainty
2023-01-01 Biagini, F; Mazzon, A; Oberpriller, K
The Forward Smile in Local–Stochastic Volatility Models
2016-01-01 Mazzon, Andrea
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Detecting asset price bubbles using deep learning | In corso di stampa | Biagini, F; Gonon, L; Mazzon, A; Meyer-Brandis, T | |
| Estimating extreme cancellation rates in life insurance | 1-gen-2021 | Biagini, F; Huber, T; Jaspersen, Jg; Mazzon, A | |
| Financial Asset Bubbles in Banking Networks | 1-gen-2019 | Biagini, F; Mazzon, A; Meyer-Brandis, T | |
| Generalized Feynman-Kac formula under volatility uncertainty | 1-gen-2023 | Akhtari, B; Biagini, F; Mazzon, A; Oberpriller, K | |
| Liquidity Based Modeling of Asset Price Bubbles via Random Matching | 1-gen-2023 | Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo; Oberpriller, Katharina | |
| Liquidity Induced Asset Bubbles via Flows of ELMMs | 1-gen-2018 | Biagini, F; Mazzon, A; Meyer-Brandis, T | |
| Optional projection under equivalent local martingale measures | 1-gen-2023 | Biagini, F; Mazzon, A; Perkkioe, Ap | |
| Reduced-form framework for multiple ordered default times under model uncertainty | 1-gen-2023 | Biagini, F; Mazzon, A; Oberpriller, K | |
| The Forward Smile in Local–Stochastic Volatility Models | 1-gen-2016 | Mazzon, Andrea |