MANCINO, Maria Elvira
MANCINO, Maria Elvira
Scuola Normale Superiore
A comparison result for backward-forward stochastic differential equations with applications to decision theory
2001 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
A counter-example concerning a condition of Ogawa integrability
1997 Majer, P.; Mancino, M.
A Fourier transform method for nonparametric estimation of multivariate volatility
2009 Mancino, Maria Elvira; Malliavin, Paul
A non-parametric calibration of the HJM geometry : an application of Itô calculus to financial statistics
2007 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 Mancino, M; Ogawa, S.; Sanfelici, S.
A Taylor Formula to Price and Hedge European Contingent Claims
2001 Mancino, M.
Asset pricing with a forward-backward stochastic differential utility
2001 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Asset Pricing with Endogenous Aspirations
2001 Antonelli, F.; Barucci, E.; Mancino, MARIA ELVIRA
Asymptotic results for the Fourier estimator of the integrated quarticity
2019 Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano
Boundary Spot Volatility Estimation using the Laplace Tran sform
2013 Mancino, MARIA ELVIRA; Imma, Curato; Maria Cristina, Recchioni
Capital Structure with Firm's Net Cash Payout
2012 Mancino, MARIA ELVIRA; Barsotti, F.; Pontier, M.
Computation of volatility in stochasticvolatility models with high frequency data
2010 Mancino, M.; Barucci, E.
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables
1996 Mancino, M.; L., Pratelli
Cost analysis of blood purification: a tool for decision making
2019 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 Mancino, M.; Sanfelici, S.
Derivation of a noncausal insider trading equilibrium model of asset pricing
2004 Mancino, M.; S., Ogawa
Diffusion Processes with respect to Free Brownian Motion
2000 Mancino, MARIA ELVIRA
Dilatation Vector Fields on the Loop Group
1999 Mancino, MARIA ELVIRA
Dynamic principal component analysis of multivariate volatility via Fourier analysis
2005 Mancino, MARIA ELVIRA; Reno', R.
Estimating covariance via Fourier methodin the presence of asynchronous trading and microstructure noise
2011 Mancino, Maria Elvira; Sanfelici, Simona