TEBALDI, CLAUDIO

TEBALDI, CLAUDIO  

Dipartimento di Finanza  

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Risultati 1 - 20 di 30 (tempo di esecuzione: 0.113 secondi).
Titolo Data di pubblicazione Autore(i) Rivista Editore
A "coherent state transform" approach to derivative pricing 1-gen-2009 L., Perissinotto; Tebaldi, Claudio INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE -
A multifactor volatility Heston model 1-gen-2008 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio QUANTITATIVE FINANCE -
A multivariate model of strategic asset allocation with longevity risk 1-gen-2017 Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; Tebaldi, Claudio JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS -
A persistence-based Wold-type decomposition for stationary time series 1-gen-2020 Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio QUANTITATIVE ECONOMICS -
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model 1-gen-2004 Grasselli, M.; Tebaldi, C. ECONOMIC NOTES Siena: Monte dei Paschi.
Branching processes and evolution at the ends of a food chain 1-gen-1996 G., Caldarelli; Tebaldi, Claudio; A. L., Stella PHYSICAL REVIEW LETTERS -
Consumer protection and the design of the default option of a pan-European pension product 1-gen-2019 Berardi, Andrea; Tebaldi, Claudio; Trojani, Fabio - -
Financial contagion in network economies and asset prices In corso di stampa Buraschi, Andrea; Tebaldi, Claudio MANAGEMENT SCIENCE -
Financial interpretation of Feller’s factorization 1-gen-2022 Carr, Peter; Tebaldi, Claudio THE JOURNAL OF DERIVATIVES -
Hedging using simulation: A least squares approach 1-gen-2005 Tebaldi, C. JOURNAL OF ECONOMIC DYNAMICS & CONTROL primo editore:North-Holland, Amsterdam attuale:Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598
Illiquid assets and optimal portfolio choice 1-gen-2006 Schwartz, Eduardo S.; Tebaldi, Claudio - -
Long-run risk and the persistence of consumption shocks 1-gen-2013 Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio THE REVIEW OF FINANCIAL STUDIES -
Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events 1-gen-1999 Tebaldi, Claudio; M., De Menech; A. L., Stella PHYSICAL REVIEW LETTERS -
Multivariate Wold decompositions: a Hilbert A-module approach 1-gen-2023 Cerreia-Vioglio, Simone; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio DECISIONS IN ECONOMICS AND FINANCE -
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models 1-gen-2007 M., Grasselli; Tebaldi, Claudio DECISIONS IN ECONOMICS AND FINANCE -
One-Penny Arbitrages, or: A Free Snack without a Free Lunch. 1-gen-2011 Castagnoli, Erio; G., Favero; Tebaldi, Claudio JOURNAL OF APPLIED COMPUTER SCIENCE & MATHEMATICS -
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand 1-gen-2019 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio - World Scientific
Optimal order execution under price impact: a hybrid model In corso di stampa Di Giacinto, Marina; Tebaldi, Claudio; Wang, Tai-Ho ANNALS OF OPERATIONS RESEARCH -
Option pricing with Correlation Risk 1-gen-2007 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio REVIEW OF DERIVATIVES RESEARCH -
Pricing and Hedging a portfolio of derivative securities: a simulation approach 1-gen-2001 Tebaldi, Claudio ECONOMIC NOTES Siena: Monte dei Paschi.