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1
Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
Saved in:
2
Convolution copula econometrics
Cherubini, Umberto
;
Gobbi, Fabio
;
Mulinacci, Sabrina
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011580408
Saved in:
3
[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
Saved in:
4
Copula methods in finance
Cherubini, Umberto
;
Luciano, Elisa
;
Vecchiato, Walter
-
2004
Persistent link: https://www.econbiz.de/10001788052
Saved in:
5
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
Saved in:
6
Bivariate option pricing with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10001695018
Saved in:
7
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
Saved in:
8
Computing the volume of n-dimensional copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10003916180
Saved in:
9
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
Saved in:
10
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
Saved in:
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