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Futures markets and risk management in the banking industry : a theoretical view
Cherubini, Umberto - In: Economic notes : economic review of Banca Monte dei … 20 (1991) 3, pp. 600-618
Persistent link: https://www.econbiz.de/10001124394
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Multivariate digital options with memory
Cherubini, Umberto; Romagnoli, Silvia - In: The European journal of finance 17 (2011) 7/8, pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
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A copula-based model of the term structure of CDO tranches
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Applied quantitative finance, (pp. 69-81). 2009
Persistent link: https://www.econbiz.de/10003745952
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Pricing and hedging credit derivatives with copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10001790788