TEBALDI, CLAUDIO
TEBALDI, CLAUDIO
Dipartimento di Finanza
A "coherent state transform" approach to derivative pricing
2009 L., Perissinotto; Tebaldi, Claudio
A multifactor volatility Heston model
2008 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
A multivariate model of strategic asset allocation with longevity risk
2017 Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; Tebaldi, Claudio
A persistence-based Wold-type decomposition for stationary time series
2020 Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
2004 Grasselli, M.; Tebaldi, C.
Branching processes and evolution at the ends of a food chain
1996 G., Caldarelli; Tebaldi, Claudio; A. L., Stella
Consumer protection and the design of the default option of a pan-European pension product
2019 Berardi, Andrea; Tebaldi, Claudio; Trojani, Fabio
Financial contagion in network economies and asset prices
2024 Buraschi, Andrea; Tebaldi, Claudio
Financial interpretation of Feller’s factorization
2022 Carr, Peter; Tebaldi, Claudio
Hedging using simulation: A least squares approach
2005 Tebaldi, C.