LIVIERI, Giulia
LIVIERI, Giulia
Classe di Scienze
A backward Monte Carlo approach to exotic option pricing
2017 Bormetti, G.; Callegaro, G.; Livieri, G.; Pallavicini, A.
A closed-form formula characterization of the Epps effect
2019 Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; Pollastri, Alessandro
A stochastic volatility framework with analytical filtering
2017 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
A Stochastic Volatility Model With Realized Measures for Option Pricing
2019 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
Adding cycles into the neoclassical growth model
2019 Donadelli, M.; Paradiso, A.; Livieri, G.
Asymptotic results for the Fourier estimator of the integrated quarticity
2019 Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
Continuous time mean-variance portfolio optimization through the mean field approach
2016 Fischer, Markus; Livieri, Giulia
Kelly betting with quantum payoff: A continuous variable approach
2021 Tirone, S.; Ghio, M.; Livieri, G.; Giovannetti, V.; Marmi, S.
Liquidity fluctuations and the latent dynamics of price impact
2022 Luca Philippe, Mertens; Alberto, Ciacci; Fabrizio, Lillo; Livieri, Giulia
Mean-Field Games of Finite-Fuel Capacity Expansion with Singular Controls
2022 Luciano, Campi; DE ANGELIS, Tiziano; Ghio, Maddalena; Livieri, Giulia
N-PLAYER GAMES AND MEAN FIELD GAMES OF MODERATE INTERACTIONS
2022 Flandoli, Franco; Ghio, Maddalena; Livieri, Giulia
N-player games and mean-field games with smooth dependence on past absorptions.
2021 Campi, Luciano; Ghio, Maddalena; Livieri, Giulia
On the role of domestic and international financial cyclical factors in driving economic growth
2019 Billio, M.; Donadelli, M.; Livieri, G.; Paradiso, A.
One shot learning of stochastic differential equations with data adapted kernels.
2023 Darcy, Matthieu; Hamzi, Boumediene; Livieri, Giulia; Owhadi, Houman; Tavallali, Peyman
Rough volatility: Evidence from option prices
2018 Livieri, Giulia; Mouti, Saad; Pallavicini, Andrea; Rosenbaum, Mathieu
Statistical inferences for price staleness
2020 Kolokolov, A.; Livieri, G.; Pirino, D.
Stochastic models for financial time series: modelling, estimation and option pricing
2017 Livieri, Giulia
Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms
In corso di stampa Flandoli, Franco; Leocata, Marta; Livieri, Giulia; Corvino, Fausto; Morlacchi, Silvia; Pirni, Alberto
The continuous-time limit of score-driven volatility models
2021 Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; Livieri, Giulia
The Yoccoz-Birkeland livestock population model coupled with random price dynamics
2022 Ceccon, Riccardo; Livieri, Giulia; Marmi, Stefano