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A semi-Markov approach to the stock valuation problem
D'Amico, Guglielmo - In: Annals of finance 9 (2013) 4, pp. 589-610
Persistent link: https://www.econbiz.de/10010196598
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A multivariate Markov chain stock model
D'Amico, Guglielmo; De Blasis, Riccardo - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10012262736
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Change point dynamics for financial data : an indexed Markov chain approach
D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo - In: Annals of finance 15 (2019) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10012058237
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Novel advancements in the Markov chain stock model : analysis and inference
Barbu, Vlad Stefan; D'Amico, Guglielmo; De Blasis, Riccardo - In: Annals of finance 13 (2017) 2, pp. 125-152
Persistent link: https://www.econbiz.de/10011944970