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