MANCINO, Maria Elvira

MANCINO, Maria Elvira  

Scuola Normale Superiore  

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Titolo Data di pubblicazione Autori Tipo File
A comparison result for backward-forward stochastic differential equations with applications to decision theory 2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
A counter-example concerning a condition of Ogawa integrability 1997 MANCINO M. + 1.1 Articolo in rivista
A Fourier transform method for nonparametric estimation of multivariate volatility 2009 Mancino, Maria Elvira + 1.1 Articolo in rivista
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics 2007 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model 2004 MANCINO M + 5.12 Altro
A Taylor Formula to Price and Hedge European Contingent Claims 2001 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
Asymptotic results for the Fourier estimator of the integrated quarticity 2019 LIVIERI, GIULIAMaria Elvira MancinoMARMI, STEFANO 1.1 Articolo in rivista
Boundary Spot Volatility Estimation using the Laplace Tran sform 2013 MANCINO, MARIA ELVIRA + 2.1 Contributo in volume (Capitolo o Saggio)
Capital Structure with Firm's Net Cash Payout 2012 MANCINO, MARIA ELVIRA + 4.1 Contributo in Atti di convegno
Computation of volatility in stochasticvolatility models with high frequency data 2010 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
Cost analysis of blood purification: a tool for decision making 2019 Maria Elvira Mancino + 1.1 Articolo in rivista
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 2011 M.Mancino + 2.1 Contributo in volume (Capitolo o Saggio)
Derivation of a noncausal insider trading equilibrium model of asset pricing 2004 M. MANCINO + 2.1 Contributo in volume (Capitolo o Saggio)
Diffusion Processes with respect to Free Brownian Motion 2000 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Dilatation Vector Fields on the Loop Group 1999 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Dynamic principal component analysis of multivariate volatility via Fourier analysis 2005 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise 2011 Mancino, Maria Elvira + 1.1 Articolo in rivista