SCOTTI, SIMONE Statistiche

SCOTTI, SIMONE  

DIPARTIMENTO DI ECONOMIA E MANAGEMENT  

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Risultati 1 - 20 di 23 (tempo di esecuzione: 0.043 secondi).
Titolo Data di pubblicazione Autore(i) File
The rough Hawkes Heston stochastic volatility model 1-gen-2024 Bondi, Alessandro; Pulido, Sergio; Scotti, Simone
A dam management problem with energy production as an optimal switching problem 1-gen-2023 Chevalier, Etienne; Di Girolami, Cristina; Gaïgi, M'Hamed; Giovannini, Elisa; Scotti, Simone
Interest Rates Term Structure Models Driven by Hawkes Processes 1-gen-2023 Bernis, Guillaume; Garcin, Matthieu; Scotti, Simone; Sgarra, Carlo
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data 1-gen-2022 Raffaelli, I.; Scotti, S.; Toscano, G.
Optimal harvesting under marine reserves and uncertain environment 1-gen-2022 Gaigi, M; Ly Vath, V; Scotti, S
Stochastic Evolution of Distributions and Functional Bollinger Bands 1-gen-2022 Bernis, G; Brunel, N; Kornprobst, A; Scotti, S
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 1-gen-2021 Bernis, G; Brignone, R; Scotti, S; Sgarra, C
The Alpha-Heston stochastic volatility model 1-gen-2021 Jiao, Y; Ma, C; Scotti, S; Zhou, C
Clustering Effects via Hawkes Processes 1-gen-2020 Bernis, G; Scotti, S
Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data 1-gen-2020 Mancino, M; Scotti, S; Toscano, G
A branching process approach to power markets 1-gen-2019 Jiao, Y; Ma, C; Scotti, S; Sgarra, C
Sensitivity analysis for marked Hawkes processes: application to CLO pricing 1-gen-2018 Bernis, G; Sahli, K; Scotti, S
Alpha-CIR model with branching processes in sovereign interest rate modeling 1-gen-2017 Jiao, Y; Ma, C; Scotti, S
Alternative to beta coefficients in the context of diffusions 1-gen-2017 Bernis, G; Scotti, S
Optimal investment in markets with over and under-reaction to Information 1-gen-2017 Callegaro, G; Gaigi, M; Scotti, S; Sgarra, C
Optimal execution cost for liquidation through a limit order market 1-gen-2016 Chevalier, E; LY VATH, V; Scotti, S; Roch, A
Optimal credit allocation under regime uncertainty with sensitivity analysis 1-gen-2015 Bernis, G; Carassus, L; Docq, G; Scotti, S
Optimal exit strategies for investment projects 1-gen-2015 Chevalier, E; LY VATH, V; Roch, A; Scotti, S
Trend detection under erroneous observations: application to quantitative financial strategies 1-gen-2015 Bernis, G; Scotti, S
Uncertainty and the politics of employment protection 1-gen-2015 Vindigni, A; Scotti, S; Tealdi, C