LIVIERI, GIULIA

LIVIERI, GIULIA  

Scuola Normale Superiore  

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Risultati 1 - 20 di 22 (tempo di esecuzione: 0.367 secondi).
Titolo Data di pubblicazione Autori Tipo File
A backward Monte Carlo approach to exotic option pricing 2017 BORMETTI, G.LIVIERI, G. + 1.1 Articolo in rivista
A closed-form formula characterization of the Epps effect 2019 Livieri, Giulia + 1.1 Articolo in rivista
A stochastic volatility framework with analytical filtering 2017 Giacomo BormettiGiulia Livieri + 4.1 Contributo in Atti di convegno
A Stochastic Volatility Model With Realized Measures for Option Pricing 2019 Bormetti, GiacomoLivieri, Giulia + 1.1 Articolo in rivista
Adding cycles into the neoclassical growth model 2019 Livieri, G. + 1.1 Articolo in rivista
Asymptotic results for the Fourier estimator of the integrated quarticity 2019 LIVIERI, GIULIAMaria Elvira MancinoMARMI, STEFANO 1.1 Articolo in rivista
Continuous time mean-variance portfolio optimization through the mean field approach 2016 Livieri, Giulia + 1.1 Articolo in rivista
Kelly betting with quantum payoff: A continuous variable approach 2021 Tirone S.Livieri G.Giovannetti V.Marmi S. + 1.1 Articolo in rivista
Liquidity fluctuations and the latent dynamics of price impact 2022 Lillo FabrizioGiulia Livieri + 1.1 Articolo in rivista
Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls 2022 GIULIA LIVIERI + 1.1 Articolo in rivista
N-PLAYER GAMES AND MEAN FIELD GAMES OF MODERATE INTERACTIONS 2022 Franco FlandoliMaddalena GhioGiulia Livieri 1.1 Articolo in rivista
N-player games and mean-field games with smooth dependence on past absorptions. 2021 Campi LucianoGhio MaddalenaLivieri Giulia 1.1 Articolo in rivista
On the role of domestic and international financial cyclical factors in driving economic growth 2019 Livieri, G. + 1.1 Articolo in rivista
One shot learning of stochastic differential equations with data adapted kernels.   2023 Livieri, Giulia + 1.1 Articolo in rivista
Rough volatility: Evidence from option prices 2018 Livieri, Giulia + 1.1 Articolo in rivista
Statistical inferences for price staleness 2020 Livieri G. + 1.1 Articolo in rivista
Stochastic models for financial time series: modelling, estimation and option pricing 2017 Livieri, Giulia Doctoral Thesis
Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms In corso di stampa Franco FlandoliMarta LeocataGiulia LivieriSilvia Morlacchi + 1.1 Articolo in rivista
The continuous-time limit of score-driven volatility models 2021 Giuseppe BuccheriFulvio CorsiFranco FlandoliGiulia Livieri 1.1 Articolo in rivista
The Yoccoz-Birkeland livestock population model coupled with random price dynamics 2022 Livieri, GiuliaMarmi, Stefano + 1.1 Articolo in rivista