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Convolution copula econometrics
Cherubini, Umberto; Gobbi, Fabio; Mulinacci, Sabrina - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011580408
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[Rezension von: Cherubini, Umberto, Convolution copula econometrics]
Beare, Brendan K. - In: Journal of economic literature 55 (2017) 4, pp. 1615-1619
Persistent link: https://www.econbiz.de/10011911973
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The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto; Romagnoli, Silvia - In: Mathematical finance : an international journal of … 20 (2010) 1, pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
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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