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~subject:"Maximum likelihood estimation"
~subject:"Theorie"
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Search: "Mari, Carlo"
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Mari, Carlo
7
Renò, Roberto
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1
Risk shaping of optimal electricity portfolios in the stochastic LCOE theory
Lucheroni, Carlo
;
Mari, Carlo
- In:
Computers & operations research : and their …
96
(
2018
),
pp. 374-385
Persistent link: https://www.econbiz.de/10011870584
Saved in:
2
Valuing firms under default risk and bankruptcy costs : a WACC-based approach
Mari, Carlo
;
Marra, Marcella
- In:
International journal of business
23
(
2018
)
2
,
pp. 111-130
Persistent link: https://www.econbiz.de/10011863658
Saved in:
3
Pricing caps and floors with the extended CIR model
Mannolini, Antonio
;
Mari, Carlo
;
Renò, Roberto
- In:
International journal of finance & economics : IJFE
13
(
2008
)
4
,
pp. 386-400
Persistent link: https://www.econbiz.de/10003776917
Saved in:
4
Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo
;
Renò, Roberto
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10003331421
Saved in:
5
Single factor models with Markovian spot interest rate : an analytical treatment
Mari, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10003837107
Saved in:
6
Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo
;
Renò, Roberto
-
2003
Persistent link: https://www.econbiz.de/10001763605
Saved in:
7
Credit risk analysis of mortgage loans : an application to the Italian market
Mari, Carlo
;
Renò, Roberto
-
2001
Persistent link: https://www.econbiz.de/10001633557
Saved in:
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