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ItalianoTEBALDI, CLAUDIO
Pubblicazioni
Risultati 1 - 20 di 23 (tempo di esecuzione: 0.0 secondi).
| Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore | |
|---|---|---|---|---|---|
| 1 | A Coherent State Transform Approach to Derivative Pricing | 2009 | L., Perissinotto; Tebaldi, Claudio | INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE | |
| 2 | A multifactor volatility Heston model | 2008 | J., Da Fonseca; M., Grasselli; Tebaldi, Claudio | QUANTITATIVE FINANCE | |
| 3 | Bond price and Impulse-Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) model | 2004 | Tebaldi, Claudio; M., Grasselli | ECONOMIC NOTES | Siena: Monte dei Paschi. |
| 4 | Branching Processes and evolution at the ends of a food chain | 1996 | G., Caldarelli; Tebaldi, Claudio; A. L., Stella | PHYSICAL REVIEW LETTERS | |
| 5 | Consumer protection and the design of the default option of a pan-European pension product | 2018 | Tebaldi, Claudio; Berardi, Andrea; Trojani, Fabio | ||
| 6 | HEDGING USING SIMULATION: A LEAST SQUARES APPROACH. | 2005 | Tebaldi, Claudio | 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 |
| 7 | Illiquid assets and Optimal Portfolio Choice | 2006 | E., Schwartz; Tebaldi, Claudio | National Bureau of Research | |
| 8 | Long-run risk and the persistence of consumption shocks | 2013 | Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio | THE REVIEW OF FINANCIAL STUDIES | |
| 9 | Multifractal Scaling in the Bak Tang Wiesenfeld sandpile and edge events | 1999 | Tebaldi, Claudio; M., De Menech; A. L., Stella | PHYSICAL REVIEW LETTERS | |
| 10 | A multivariate model of strategic asset allocation with longevity risk | 2017 | Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; Tebaldi, Claudio | JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | |
| 11 | On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models | 2007 | M., Grasselli; Tebaldi, Claudio | DECISIONS IN ECONOMICS AND FINANCE | |
| 12 | One-Penny Arbitrages, or: A Free Snack without a Free Lunch. | 2011 | Castagnoli, Erio; G., Favero; Tebaldi, Claudio | JOURNAL OF APPLIED COMPUTER SCIENCE & MATHEMATICS | |
| 13 | Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand | 2019 | Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio | World Scientific | |
| 14 | Option pricing with Correlation Risk | 2007 | J., Da Fonseca; M., Grasselli; Tebaldi, Claudio | REVIEW OF DERIVATIVES RESEARCH | |
| 15 | A persistence-based Wold-type decomposition for stationary time series | 2020 | Ortu, Fulvio; Severino, Federico; Tamoni, ANDREA GIOVANNI; Tebaldi, Claudio | QUANTITATIVE ECONOMICS | |
| 16 | The price of the smile and variance risk premia | Being printed | TEBALDI, CLAUDIO; TROJANI, FABIO; GRUBER, PETER H. | MANAGEMENT SCIENCE | |
| 17 | Pricing and Hedging a portfolio of derivative securities: a simulation approach | 2001 | Tebaldi, Claudio | ECONOMIC NOTES | Siena: Monte dei Paschi. |
| 18 | Rare events and breakdown of simple scaling in the abelian sandpile model | 1998 | M., De Menech; Tebaldi, Claudio; A., Stella | PHYSICAL REVIEW LETTERS | |
| 19 | Risk-neutral pricing: Monte Carlo simulations | 2016 | Tebaldi, Claudio; Veronesi, Pietro | Wiley | |
| 20 | Risk-neutral pricing: trees | 2016 | Tebaldi, Claudio; Veronesi, Pietro | Wiley |
Dettaglio
TEBALDI, CLAUDIO
Dipartimento di Finanza
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