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Fourier Volatility Forecasting...
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Barucci, Emilio
35
Mancino, Maria Elvira
9
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5
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3
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3
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3
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2
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1
Asset pricing with a forward-backward stochastic differential utility
Antonelli, Fabio
;
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
Economics letters
72
(
2001
)
2
,
pp. 151-157
Persistent link: https://www.econbiz.de/10001589220
Saved in:
2
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. 17-35
Persistent link: https://www.econbiz.de/10001765629
Saved in:
3
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. 407-423
Persistent link: https://www.econbiz.de/10001651368
Saved in:
4
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
5
A Taylor formula to price and hedge European contingent claims
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 603-620
Persistent link: https://www.econbiz.de/10001600355
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6
Heterogeneous beliefs and learning in forward looking economic models
Barucci, Emilio
- In:
Journal of evolutionary economics : JEE
9
(
1999
)
4
,
pp. 453-464
Persistent link: https://www.econbiz.de/10001432077
Saved in:
7
Exponentially fading memory learning in forward-looking economic models
Barucci, Emilio
- In:
Journal of economic dynamics & control
24
(
2000
)
5/7
,
pp. 1027-1046
Persistent link: https://www.econbiz.de/10001465695
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8
Fading memory learning in a class of forward-looking models with an application to hyperinflation dynamics
Barucci, Emilio
- In:
Economic modelling
18
(
2001
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10001560639
Saved in:
9
Note a margine del mercato dei BOT : analisi e proposte
Barucci, Emilio
- In:
Note economiche : rivista economica del Monte dei …
24
(
1994
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10001175665
Saved in:
10
Financial markets theory : equilibrium, efficiency and information
Barucci, Emilio
-
2003
Persistent link: https://www.econbiz.de/10013551318
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