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A revised version of this paper is published under the new title "Market attention and Bitcoin price modeling: theory, estimation and option pricing" in Cretarola, A., Figà-Talamanca, G. & Patacca, M. Decisions in Economics and Finance (2019)
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An updated version of this paper is published under the new title "Market attention and Bitcoin price modeling: theory, estimation and option pricing" in Cretarola, A., Figà-Talamanca, G. & Patacca, M. Decisions in Economics and Finance (2019)
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Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010341774
Saved in:
2
A stochastic control approach to public debt management
Brachetta, Matteo
;
Ceci, Claudia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 749-778
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013438881
Saved in:
3
Modelling the industrial production of electric and gas utilities through the CIR3 model
Ceci, Claudia
;
Bufalo, Michele
;
Orlando, Giuseppe
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 1-25
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015045564
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