MANCINO, MARIA ELVIRA
MANCINO, MARIA ELVIRA
Scienze per l'Economia e l'Impresa
A comparison result for backward-forward stochastic differential equations with applications to decision theory
2001 Antonelli F.; Barucci E.; M. MANCINO
A counter-example concerning a condition of Ogawa integrability
1997 MAJER P.; MANCINO M.
A counterexample concerning a condition of Ogawa integrability.
1997 M. MANCINO; MAJER P.
A Fourier transform method for nonparametric estimation of multivariate volatility.
2009 Malliavin P.; M. MANCINO
A fractional model for the COVID-19 pandemic: Application to Italian data
2020 Elisa Alòs, M.E. Mancino, Raúl Merino, Simona Sanfelici
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics
2007 MALLIAVIN P; M. MANCINO; RECCHIONI M.C
A Taylor Formula to Price and Hedge European Contingent Claims.
2001 M. MANCINO
Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options
2023 Maglione, Federico; Mancino, Maria Elvira
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
Asymptotic results for the Fourier estimator of the integrated quarticity
2019 Giulia Livieri, Maria Elvira Mancino, Stefano Marmi
Boundary Spot Volatility Estimation using the Laplace Tran sform
2013 Maria Elvira Mancino; Imma Curato; Maria Cristina Recchioni
Capital Structure with Firm's Net Cash Payout.
2012 Mancino M.E. ; Barsotti F. ; Pontier M.
Computation of volatility in stochasticvolatility models with high frequency data
2010 M. Mancino ; E. Barucci
Convergence stable vers un noyau gaussien pour des sommes centrees de variables aleatoires echangeables.
1996 M. MANCINO; PRATELLI L.
Cost analysis of blood purification: a tool for decision making.
2019 Silvia Grazzini, Claudia Razzauti, Lea Paola Fabbri, Michele Galatà, Stefano Bellucci, Ilaria Colivicchi, Maria Elvira Mancino
Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology
2011 M.Mancino; S. Sanfelici
Diffusion Processes with respect to Free Brownian Motion.
2000 M. MANCINO
Dilatation Vector Fields on the Loop Group
1999 M. MANCINO
Dynamic principal component analysis of multivariate volatility via Fourier analysis.
2005 M. MANCINO; RENO' R.