Sfoglia per Autore
Option pricing under deformed Gaussian distributions
2016-01-01 Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara
A non-Gaussian option pricing model based on Kaniadakis exponential deformation
2017-01-01 Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara
Use of copulas for Value-at-Risk calculation and backtesting with an application to italian data
2018-01-01 Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico
Managing adverse temperature conditions through hybrid financial instruments
2018-01-01 Stefani, Silvana; Moretto, Enrico; Parravicini, Matteo; Cambiaghi, Simone; Sonubi, Adeyemi; Kutrolli, Gleda; Tulli, Vanda
Stochastic dividend discount model: covariance of random stock prices
2019-01-01 Agosto, Arianna; Moretto, Enrico; Mainini, Alessandra
Managing Meteorological Risk through Expected Shortfall
2020-01-01 Stefani, Silvana; Kutrolli, Gleda; Moretto, Enrico; Kulakov, Sergei
A remark on some extensions of the mean-variance portfolio selection models
2021-01-01 Moretto, Enrico
Competing or collaborating, with no symmetrical behaviour: leadership opportunities and winning strategies under stability
2021-01-01 Stefani, Silvana; Ausloos, Marcel; Concepción, González-Concepción; Sonubi, Adeyemi; Candelaria Gil-Fariña, Maria; Pestano-Gabino, Celina; Moretto, Enrico
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Option pricing under deformed Gaussian distributions | 1-gen-2016 | Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara | |
| A non-Gaussian option pricing model based on Kaniadakis exponential deformation | 1-gen-2017 | Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara | |
| Use of copulas for Value-at-Risk calculation and backtesting with an application to italian data | 1-gen-2018 | Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico | |
| Managing adverse temperature conditions through hybrid financial instruments | 1-gen-2018 | Stefani, Silvana; Moretto, Enrico; Parravicini, Matteo; Cambiaghi, Simone; Sonubi, Adeyemi; Kutrolli, Gleda; Tulli, Vanda | |
| Stochastic dividend discount model: covariance of random stock prices | 1-gen-2019 | Agosto, Arianna; Moretto, Enrico; Mainini, Alessandra | |
| Managing Meteorological Risk through Expected Shortfall | 1-gen-2020 | Stefani, Silvana; Kutrolli, Gleda; Moretto, Enrico; Kulakov, Sergei | |
| A remark on some extensions of the mean-variance portfolio selection models | 1-gen-2021 | Moretto, Enrico | |
| Competing or collaborating, with no symmetrical behaviour: leadership opportunities and winning strategies under stability | 1-gen-2021 | Stefani, Silvana; Ausloos, Marcel; Concepción, González-Concepción; Sonubi, Adeyemi; Candelaria Gil-Fariña, Maria; Pestano-Gabino, Celina; Moretto, Enrico |
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