Sfoglia per Autore  MANCINO, Maria Elvira

Opzioni
Mostrati risultati da 1 a 20 di 51
Titolo Data di pubblicazione Autori Tipo File
Free Noise Dilation of Semigroups of Countable State Markov Processes 1992 M. MANCINO + 2.1 Contributo in volume (Capitolo o Saggio)
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups 1994 M. MANCINO 1.1 Articolo in rivista
Some convergence properties of the Ogawa integral relative to a martingale 1994 M. MANCINO + 1.1 Articolo in rivista
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 1996 M. MANCINO + 4.1 Contributo in Atti di convegno
Skorohod Integral for a particular class of nonadapted processes 1997 M. MANCINO + 1.1 Articolo in rivista
A counter-example concerning a condition of Ogawa integrability 1997 MANCINO M. + 1.1 Articolo in rivista
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims 1998 M. MANCINO + 2.1 Contributo in volume (Capitolo o Saggio)
Representation results in the context of Wigner analysis 1999 M. MANCINO 1.1 Articolo in rivista
Dilatation Vector Fields on the Loop Group 1999 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Diffusion Processes with respect to Free Brownian Motion 2000 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Stochastic Calculus of Variations to Hedge Contingent Claims 2000 MANCINO M 5.12 Altro
Volatility Estimation via Fourier Analysis 2000 M. MANCINO + 4.1 Contributo in Atti di convegno
Some results of stable convergence for exchangeable random variables in Hilbert spaces 2000 M. MANCINO + 1.1 Articolo in rivista
Asset pricing with a forward-backward stochastic differential utility 2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Asset Pricing with Endogenous Aspirations 2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
A Taylor Formula to Price and Hedge European Contingent Claims 2001 M. MANCINO 1.1 Articolo in rivista
A comparison result for backward-forward stochastic differential equations with applications to decision theory 2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Fourier Series Method for measurement of multivariate volatilities 2002 M. MANCINO + 1.1 Articolo in rivista
Instantaneous liquidity rate, its econometric measurement by volatility feedback 2002 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
The price volatility feedback rate: an implementable mathematical indicator of market stability 2003 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Mostrati risultati da 1 a 20 di 51
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