Sfoglia per Autore
Market attention and Bitcoin price modeling: theory, estimation and option pricing
2020 Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco
Blockchain and cryptocurrencies: economic and financial research
2021 Cretarola, Alessandra; Figa-Talamanca, Gianna; Grunspan, Cyril
Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences
2021 Colaneri, K.; Cretarola, A.; Salterini, B.
Detecting bubbles in Bitcoin price dynamics via market exuberance
2021 Cretarola, Alessandra; Figà-Talamanca, Gianna
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets
2022 Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
2023 Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Market attention and Bitcoin price modeling: theory, estimation and option pricing | 2020 | Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco | |
Blockchain and cryptocurrencies: economic and financial research | 2021 | Cretarola, Alessandra; Figa-Talamanca, Gianna; Grunspan, Cyril | |
Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences | 2021 | Colaneri, K.; Cretarola, A.; Salterini, B. | |
Detecting bubbles in Bitcoin price dynamics via market exuberance | 2021 | Cretarola, Alessandra; Figà-Talamanca, Gianna | |
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets | 2022 | Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra | |
Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps | 2023 | Cretarola, Alessandra; FIGA' TALAMANCA, Gianna; Patacca, Marco |
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile