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Manera, Matteo
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1
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
Saved in:
2
Fuzzy measures and asset prices : accounting for information ambiguity
Cherubini, Umberto
- In:
Applied mathematical finance
4
(
1997
)
3
,
pp. 135-149
Persistent link: https://www.econbiz.de/10001229351
Saved in:
3
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:
4
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:
5
On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 56-63
Persistent link: https://www.econbiz.de/10008839765
Saved in:
6
The role of banks as investors in securities : theoretical and empirical features in an international perspective
Cherubini, Umberto
- In:
Financial markets' liberalisation and the role of banks
,
(pp. 251-276)
.
1993
Persistent link: https://www.econbiz.de/10001282491
Saved in:
7
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:
8
Liquidity and credit risk
Cherubini, Umberto
;
DellaLunga, Giovanni
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001628626
Saved in:
9
Value-at-risk trade-off and capital allocation with Copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10001603715
Saved in:
10
Fuzzy value-at-risk : accounting for market liquidity
Cherubini, Umberto
;
DellaLunga, Giovanni
- In:
Economic notes : economic review of Banca Monte dei …
30
(
2001
)
2
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001603720
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