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Romagnoli, Silvia
7
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5
Cherubini, Umberto
5
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4
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3
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2
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OLC EcoSci
ECONIS (ZBW)
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1
The role of institutional investors in public-to-private transactions
Bajo, Emanuele
;
Barbi, Massimiliano
;
Bigelli, Marco
; …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4327-4336
Persistent link: https://www.econbiz.de/10010177817
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2
The role of time value in convertible bond call policy
Bajo, Emanuele
;
Barbi, Massimiliano
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 550-564
Persistent link: https://www.econbiz.de/10009818218
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3
Interest rate risk estimation: a new duration-based approach
Bajo, Emanuele
;
Barbi, Massimiliano
;
Hillier, David
- In:
Applied economics
45
(
2013
)
19
,
pp. 2697-2704
Persistent link: https://www.econbiz.de/10010053534
Saved in:
4
Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia
;
Vargiolu, Tiziano
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10008217576
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5
A clusterized copula-based probability distribution of a counting variable for high-dimensional problems
Bernardi, Enrico
;
Romagnoli, Silvia
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 3-26
Persistent link: https://www.econbiz.de/10010185498
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6
THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10008352626
Saved in:
7
Computing the Volume of n-Dimensional Copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10008314735
Saved in:
8
Computing the Volume of n-Dimensional Copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3-4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10008336484
Saved in:
9
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
8
,
pp. 649-661
Persistent link: https://www.econbiz.de/10009265641
Saved in:
10
On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 56-64
Persistent link: https://www.econbiz.de/10008768339
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