Sfoglia per Autore MANCINO, Maria Elvira
Free Noise Dilation of Semigroups of Countable State Markov Processes
1992-01-01 F., Fagnola; Mancino, M.
Some convergence properties of the Ogawa integral relative to a martingale
1994-01-01 Mancino, M.; L., Pratelli
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups
1994-01-01 Mancino, M.
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables
1996-01-01 Mancino, M.; L., Pratelli
A counter-example concerning a condition of Ogawa integrability
1997-01-01 Majer, P.; Mancino, M.
Skorohod Integral for a particular class of nonadapted processes
1997-01-01 Mancino, M.; L., Pratelli
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims
1998-01-01 E., Barucci; Mancino, M.
Representation results in the context of Wigner analysis
1999-01-01 Mancino, M.
Dilatation Vector Fields on the Loop Group
1999-01-01 Mancino, MARIA ELVIRA
Stochastic Calculus of Variations to Hedge Contingent Claims
2000-01-01 Mancino, M
Diffusion Processes with respect to Free Brownian Motion
2000-01-01 Mancino, MARIA ELVIRA
Volatility Estimation via Fourier Analysis
2000-01-01 E., Barucci; Mancino, M.; R., Reno'
Some results of stable convergence for exchangeable random variables in Hilbert spaces
2000-01-01 Mancino, M.; L., Pratelli
A comparison result for backward-forward stochastic differential equations with applications to decision theory
2001-01-01 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
A Taylor Formula to Price and Hedge European Contingent Claims
2001-01-01 Mancino, M.
Asset Pricing with Endogenous Aspirations
2001-01-01 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Asset pricing with a forward-backward stochastic differential utility
2001-01-01 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Instantaneous liquidity rate, its econometric measurement by volatility feedback
2002-01-01 Malliavin, P.; Mancino, MARIA ELVIRA
Fourier Series Method for measurement of multivariate volatilities
2002-01-01 P, Malliavin; Mancino, M.
The price volatility feedback rate: an implementable mathematical indicator of market stability
2003-01-01 Barucci, E.; Malliavin, P.; Mancino, MARIA ELVIRA; Reno, R.; Thalmaier, A.
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