Sfoglia per Autore
Free Noise Dilation of Semigroups of Countable State Markov Processes.
1992 FAGNOLA F.; M. MANCINO
Quantum Stochastic Differential Equations Driven by Free Noises and Dilations of Markovian Semigroups.
1994 M. MANCINO
Some convergence properties of the Ogawa integral relative to a martingale.
1994 M. MANCINO; PRATELLI L.
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables.
1996 M. MANCINO; PRATELLI L.
Skorohod Integral for a particular class of nonadapted processes
1997 M. MANCINO; PRATELLI L.
A counterexample concerning a condition of Ogawa integrability.
1997 M. MANCINO; MAJER P.
A counter-example concerning a condition of Ogawa integrability
1997 MAJER P.; MANCINO M.
Wiener Chaos and Hermite Polynomials Expansions for Pricing and Hedging Contingent Claims.
1998 BARUCCI E.; M. MANCINO
Dilatation Vector Fields on the Loop Group
1999 M. MANCINO
Representation results in the context of Wigner analysis.
1999 M. MANCINO
Volatility Estimation via Fourier Analysis
2000 BARUCCI E.; M. MANCINO; RENO' R.
Diffusion Processes with respect to Free Brownian Motion.
2000 M. MANCINO
Some results of stable convergence for exchangeable random variables in Hilbert spaces
2000 M. MANCINO; Pratelli L.
A comparison result for backward-forward stochastic differential equations with applications to decision theory
2001 Antonelli F.; Barucci E.; M. MANCINO
Asset pricing with a forward-backward stochastic differential utility.
2001 ANTONELLI F.; BARUCCI E.; M. MANCINO
Asset Pricing with Endogenous Aspirations.
2001 ANTONELLI F.; BARUCCI E.; M. MANCINO
A Taylor Formula to Price and Hedge European Contingent Claims.
2001 M. MANCINO
Instantaneous liquidity rate, its econometric measurement by volatility feedback
2002 Malliavin P.; M. MANCINO
Fourier Series Method for measurement of multivariate volatilities
2002 MALLIAVIN P; M. MANCINO
The price volatility feedback rate: an implementable mathematical indicator of market stability
2003 Barucci E.; Malliavin P.; M. MANCINO; Reno R.; Thalmaier A.
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