TEBALDI, CLAUDIO
TEBALDI, CLAUDIO
Dipartimento di Finanza
A "coherent state transform" approach to derivative pricing
2009-01-01 L., Perissinotto; Tebaldi, Claudio
A multifactor volatility Heston model
2008-01-01 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
A multivariate model of strategic asset allocation with longevity risk
2017-01-01 Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; Tebaldi, Claudio
A persistence-based Wold-type decomposition for stationary time series
2020-01-01 Ortu, Fulvio; Severino, Federico; Tamoni, Andrea; Tebaldi, Claudio
Bond price and impulse response function for the Balduzzi, Das, Foresi and Sundaram (1996) model
2004-01-01 Grasselli, M.; Tebaldi, C.
Branching processes and evolution at the ends of a food chain
1996-01-01 G., Caldarelli; Tebaldi, Claudio; A. L., Stella
Consumer protection and the design of the default option of a pan-European pension product
2019-01-01 Berardi, Andrea; Tebaldi, Claudio; Trojani, Fabio
Financial contagion in network economies and asset prices
In corso di stampa Buraschi, Andrea; Tebaldi, Claudio
Financial interpretation of Feller’s factorization
2022-01-01 Carr, Peter; Tebaldi, Claudio
Hedging using simulation: A least squares approach
2005-01-01 Tebaldi, C.
Illiquid assets and optimal portfolio choice
2006-01-01 Schwartz, Eduardo S.; Tebaldi, Claudio
Long-run risk and the persistence of consumption shocks
2013-01-01 Ortu, Fulvio; Tamoni, Andrea; Tebaldi, Claudio
Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events
1999-01-01 Tebaldi, Claudio; M., De Menech; A. L., Stella
On the relation between the Stochastic Jacobian and the Riccati ODE in Affine Term Structure Models
2007-01-01 M., Grasselli; Tebaldi, Claudio
One-Penny Arbitrages, or: A Free Snack without a Free Lunch.
2011-01-01 Castagnoli, Erio; G., Favero; Tebaldi, Claudio
Optimal asset allocation with heterogeneous persistent shocks and myopic and intertemporal hedging demand
2019-01-01 Di Virgilio, Domenica; Ortu, Fulvio; Severino, Federico; Tebaldi, Claudio
Optimal order execution under price impact: a hybrid model
In corso di stampa Di Giacinto, Marina; Tebaldi, Claudio; Wang, Tai-Ho
Option pricing with Correlation Risk
2007-01-01 J., Da Fonseca; M., Grasselli; Tebaldi, Claudio
Pricing and Hedging a portfolio of derivative securities: a simulation approach
2001-01-01 Tebaldi, Claudio
Rare events and breakdown of simple scaling in the Abelian sandpile model
1998-01-01 M., De Menech; Tebaldi, Claudio; A., Stella