MANCINO, Maria Elvira

MANCINO, Maria Elvira  

Scuola Normale Superiore  

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Risultati 1 - 20 di 52 (tempo di esecuzione: 0.029 secondi).
Titolo Data di pubblicazione Autori Tipo File
A comparison result for backward-forward stochastic differential equations with applications to decision theory 1-gen-2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
A counter-example concerning a condition of Ogawa integrability 1-gen-1997 MANCINO M. + 1.1 Articolo in rivista
A counterexample concerning a condition of Ogawa integrability 1-gen-1997 M. MANCINO + 2.1 Contributo in volume (Capitolo o Saggio)
A Fourier transform method for nonparametric estimation of multivariate volatility 1-gen-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 1-gen-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 1-gen-2004 MANCINO M + 5.12 Altro
A Taylor Formula to Price and Hedge European Contingent Claims 1-gen-2001 M. MANCINO 1.1 Articolo in rivista
Asset pricing with a forward-backward stochastic differential utility 1-gen-2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Asset Pricing with Endogenous Aspirations 1-gen-2001 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista
Asymptotic results for the Fourier estimator of the integrated quarticity 1-gen-2019 LIVIERI, GIULIAMaria Elvira MancinoMARMI, STEFANO 1.1 Articolo in rivista
Boundary Spot Volatility Estimation using the Laplace Tran sform 1-gen-2013 MANCINO, MARIA ELVIRA + 2.1 Contributo in volume (Capitolo o Saggio)
Capital Structure with Firm's Net Cash Payout 1-gen-2012 MANCINO, MARIA ELVIRA + 4.1 Contributo in Atti di convegno
Computation of volatility in stochasticvolatility models with high frequency data 1-gen-2010 M. Mancino + 1.1 Articolo in rivista
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables 1-gen-1996 M. MANCINO + 4.1 Contributo in Atti di convegno
Cost analysis of blood purification: a tool for decision making 1-gen-2019 Maria Elvira Mancino + 1.1 Articolo in rivista
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology 1-gen-2011 M.Mancino + 2.1 Contributo in volume (Capitolo o Saggio)
Derivation of a noncausal insider trading equilibrium model of asset pricing 1-gen-2004 M. MANCINO + 2.1 Contributo in volume (Capitolo o Saggio)
Diffusion Processes with respect to Free Brownian Motion 1-gen-2000 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Dilatation Vector Fields on the Loop Group 1-gen-1999 MANCINO, MARIA ELVIRA 1.1 Articolo in rivista
Dynamic principal component analysis of multivariate volatility via Fourier analysis 1-gen-2005 MANCINO, MARIA ELVIRA + 1.1 Articolo in rivista