Sfoglia per Autore TEBALDI, CLAUDIO
Self-organized critical scaling at surfaces
1995 A. L., Stella; Tebaldi, Claudio; G., Caldarelli
Branching processes and evolution at the ends of a food chain
1996 G., Caldarelli; Tebaldi, Claudio; A. L., Stella
Rare events and breakdown of simple scaling in the Abelian sandpile model
1998 M., De Menech; Tebaldi, Claudio; A., Stella
Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events
1999 Tebaldi, Claudio; M., De Menech; A. L., Stella
Pricing and Hedging a portfolio of derivative securities: a simulation approach
2001 Tebaldi, Claudio
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
2004 Grasselli, M.; Tebaldi, C.
Hedging using simulation: A least squares approach
2005 Tebaldi, C.
Illiquid assets and optimal portfolio choice
2006 Schwartz, Eduardo S.; Tebaldi, Claudio
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models
2007 M., Grasselli; Tebaldi, Claudio
Option pricing with Correlation Risk
2007 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
Solvable affine term structure models
2008 M., Grasselli; Tebaldi, Claudio
A multifactor volatility Heston model
2008 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
A "coherent state transform" approach to derivative pricing
2009 L., Perissinotto; Tebaldi, Claudio
One-Penny Arbitrages, or: A Free Snack without a Free Lunch.
2011 Castagnoli, Erio; G., Favero; Tebaldi, Claudio
Long-run risk and the persistence of consumption shocks
2013 Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio
Risk-neutral pricing: trees
2016 Tebaldi, Claudio; Veronesi, Pietro
Risk-neutral pricing: Monte Carlo simulations
2016 Tebaldi, Claudio; Veronesi, Pietro
A multivariate model of strategic asset allocation with longevity risk
2017 Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; Tebaldi, Claudio
Consumer protection and the design of the default option of a pan-European pension product
2019 Berardi, Andrea; Tebaldi, Claudio; Trojani, Fabio
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
2019 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
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