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