Sfoglia per Corso Matematica per la Finanza
Mostrati risultati da 1 a 13 di 13
A discrete time approach to option pricing
2015
Dynamic models for financial and sentiment time series
2022
Essays on exploding processes and covariance estimation
2020
Financial market dynamics: essay in agent-based exploration
2022
Generalized Feller Processes and their Applications to Affine and Polynomial Processes
2022
Market impact for large institutional investors: empirical evidences and theoretical models
2020
Mean-Field games with absorption and singular controls
2021
Modelling financial lead-lag interactions with Kinetic Ising Models
2020
Models of dynamical networks with applications to finance
2022
Non-parametric estimation of stochastic volatility models: spot volatility, leverage and vol-of-vol. Four essays on asymptotic error distributions, finite-sample properties and empirical applications.
2021
Nonlinearity in high-frequency finance and optimal execution
2015
Reinforcement learning for sequential decision-making: a data driven approach for finance
2022
Risk assessment in the mutual fund and insurance industry
2021
Mostrati risultati da 1 a 13 di 13
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