Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Cherubini, Umberto
148  Ergebnisse:
Personensuche X
?
1

Extensions and distortions of λ-fuzzy measures:

Cherubini, Umberto ; Mulinacci, Sabrina
Fuzzy Sets and Systems.  412 (2021)  - p. 27-40 , 2021
Link: https://doi.org/10.1016/..
 
?
2

Estimating redenomination risk under Gumbel–Hougaard surviv..:

Cherubini, Umberto
Journal of Economic Dynamics and Control.  133 (2021)  - p. 104268 , 2021
Link: https://doi.org/10.1016/..
 
?
3

Hierarchical Archimedean Dependence in Common Shock Models:

Cherubini, Umberto ; Mulinacci, Sabrina
Methodology and Computing in Applied Probability.  23 (2020)  1 - p. 143-163 , 2020
Link: https://doi.org/10.1007/..
 
?
4

Eurobonds: A Quantitative Approach:

Baglioni, Angelo ; Cherubini, Umberto
Review of Law & Economics.  12 (2016)  3 - p. , 2016
Link: https://doi.org/10.1515/..
 
?
5

Contagion-based distortion risk measures:

Cherubini, Umberto ; Mulinacci, Sabrina
Applied Mathematics Letters.  27 (2014)  - p. 85-89 , 2014
Link: https://doi.org/10.1016/..
 
?
6

Marking-to-market government guarantees to financial system..:

Baglioni, Angelo ; Cherubini, Umberto
Journal of International Money and Finance.  32 (2013)  - p. 990-1007 , 2013
Link: https://doi.org/10.1016/..
 
?
7

Within and between systemic country risk. Theory and eviden..:

Baglioni, Angelo ; Cherubini, Umberto
Journal of Economic Dynamics and Control.  37 (2013)  8 - p. 1581-1597 , 2013
Link: https://doi.org/10.1016/..
 
?
8

Dynamic copula methods in finance:

Cherubini, Umberto , 2012
Link: https://onlinelibrary.wi..
 
?
9

Multivariate digital options with memory:

Cherubini, Umberto ; Romagnoli, Silvia
The European Journal of Finance.  17 (2011)  8 - p. 649-660 , 2011
Link: https://doi.org/10.1080/..
 
?
10

On the distribution of the (un)bounded sum of random variab..:

Cherubini, Umberto ; Mulinacci, Sabrina ; Romagnoli, Silvia
Insurance: Mathematics and Economics.  48 (2011)  1 - p. 56-63 , 2011
Link: https://doi.org/10.1016/..
 
?
11

A copula-based model of speculative price dynamics in discr..:

Cherubini, Umberto ; Mulinacci, Sabrina ; Romagnoli, Silvia
Journal of Multivariate Analysis.  102 (2011)  6 - p. 1047-1063 , 2011
Link: https://doi.org/10.1016/..
 
?
12

Fourier transform methods in finance 

The Wiley Finance Series, v.524
Cherubini, Umberto , 2010
Link: https://onlinelibrary.wi..
 
?
13

THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESU..:

Cherubini, Umberto ; Romagnoli, Silvia
Mathematical Finance.  20 (2010)  1 - p. 35-58 , 2010
Link: https://doi.org/10.1111/..
 
?
14

A Copula Function Approach to Infer Correlation in Predicti..:

, In: Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering; Auctions, Market Mechanisms and Their Applications,
Capponi, Agostino ; Cherubini, Umberto - p. 4-12 , 2009
Link: https://doi.org/10.1007/..
 
?
15

Computing the Volume ofn-Dimensional Copulas:

Cherubini, Umberto ; Romagnoli, Silvia
Applied Mathematical Finance.  16 (2009)  4 - p. 307-314 , 2009
Link: https://doi.org/10.1080/..
 
1-15