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.
Illiquid assets and optimal portfolio choice
2006 Schwartz, Eduardo S.; Tebaldi, Claudio
Lectures on the theory and application of modern finance with R and ChatGPT
2025 Favero, Carlo A.; Tebaldi, Claudio
Long-run risk and the persistence of consumption shocks
2013 Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio
Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events
1999 Tebaldi, Claudio; M., De Menech; A. L., Stella
Multivariate Wold decompositions: a Hilbert A-module approach
2023 Cerreia-Vioglio, Simone; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models
2007 M., Grasselli; Tebaldi, Claudio
One-Penny Arbitrages, or: A Free Snack without a Free Lunch.
2011 Castagnoli, Erio; G., Favero; Tebaldi, Claudio
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
2019 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
Optimal order execution under price impact: a hybrid model
2024 Di Giacinto, Marina; Tebaldi, Claudio; Wang, Tai-Ho
Option pricing with Correlation Risk
2007 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio