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A comparison result for FBSDE with applications to decisions theory
Antonelli, Fabio; Barucci, Emilio; Mancino, Maria Elvira - In: Mathematical methods of operations research 54 (2001) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10006618232
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Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
Mancino, Maria Elvira; Renò, Roberto - In: Applied mathematical finance 12 (2005) 2, pp. 187
Persistent link: https://www.econbiz.de/10008214117
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The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability
Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; … - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 17-36
Persistent link: https://www.econbiz.de/10008215735
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Fourier series method for measurement of multivariate volatilities
Malliavin, Paul; Mancino, Maria Elvira - In: Finance and stochastics 6 (2002) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10008216499
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Asset pricing with a forward-backward stochastic differential utility
Antonelli, Fabio; Barucci, Emilio; Mancino, Maria Elvira - In: Economics letters 72 (2001) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10006774140
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The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model
Barsotti, Flavia; Mancino, Maria Elvira; Pontier, Monique - In: Economic notes : economic review of Banca Monte dei … 41 (2012) 3, pp. 115-145
Persistent link: https://www.econbiz.de/10010033673