MANCINO, Maria Elvira
MANCINO, Maria Elvira
Scuola Normale Superiore
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 counter-example concerning a condition of Ogawa integrability
1997-01-01 Majer, P.; Mancino, M.
A counterexample concerning a condition of Ogawa integrability
1997-01-01 Mancino, M.; P., Majer
A Fourier transform method for nonparametric estimation of multivariate volatility
2009-01-01 Malliavin, P.; Mancino, MARIA ELVIRA
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics
2007-01-01 Malliavin, P; Mancino, MARIA ELVIRA; Recchioni, M. C.
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model
2004-01-01 Mancino, M; Ogawa, S.; Sanfelici, S.
A Taylor Formula to Price and Hedge European Contingent Claims
2001-01-01 Mancino, M.
Asset pricing with a forward-backward stochastic differential utility
2001-01-01 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Asset Pricing with Endogenous Aspirations
2001-01-01 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Asymptotic results for the Fourier estimator of the integrated quarticity
2019-01-01 Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
Boundary Spot Volatility Estimation using the Laplace Tran sform
2013-01-01 Mancino, MARIA ELVIRA; Imma, Curato; Maria Cristina, Recchioni
Capital Structure with Firm's Net Cash Payout
2012-01-01 Mancino, MARIA ELVIRA; Barsotti, F.; Pontier, M.
Computation of volatility in stochasticvolatility models with high frequency data
2010-01-01 Mancino, M.; Barucci, E.
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables
1996-01-01 Mancino, M.; L., Pratelli
Cost analysis of blood purification: a tool for decision making
2019-01-01 Grazzini, Silvia; Razzauti, Claudia; Paola Fabbri, Lea; Galatà, Michele; Bellucci, Stefano; Colivicchi, Ilaria; Mancino, Maria Elvira
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology
2011-01-01 Mancino, M.; Sanfelici, S.
Derivation of a noncausal insider trading equilibrium model of asset pricing
2004-01-01 Mancino, M.; S., Ogawa
Diffusion Processes with respect to Free Brownian Motion
2000-01-01 Mancino, MARIA ELVIRA
Dilatation Vector Fields on the Loop Group
1999-01-01 Mancino, MARIA ELVIRA
Dynamic principal component analysis of multivariate volatility via Fourier analysis
2005-01-01 Mancino, MARIA ELVIRA; Reno', R.