IRIS

PERCHIAZZO, ANDREA

PERCHIAZZO, ANDREA  

Dipartimento di Studi per l'Economia e l'Impresa  

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Risultati 1 - 9 di 9 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) File
A Hawkes model with CARMA(p,q) intensity 1-gen-2024 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit
Bifurcations in an SIR Model with Vaccinating Behaviour Based on Lagged Information Depending on the Incidence 1-gen-2026 Centrone, Francesca; Perchiazzo, Andrea; Salinelli, Ernesto
Finite Mixture Approximation of CARMA(p,q) Models 1-gen-2021 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit
Implied value-at-risk and model-free simulation 1-gen-2022 Bernard, Carole; Perchiazzo, Andrea; Vanduffel, Steven
Modelling jumps with CARMA(p,q)-Hawkes: An application to corporate bond markets 1-gen-2025 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit
Multivariate portfolio choice via quantiles 1-gen-2026 Bernard, Carole; Perchiazzo, Andrea; Vanduffel, Steven
Option pricing with a compound CARMA(p, q)-Hawkes 1-gen-2025 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit
Parameter Stability in Yield Curve Fitting 1-gen-2026 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit; Stefani, Ilaria
Pricing of Futures with a CARMA(p, q) Model Driven by a Time Changed Brownian Motion 1-gen-2021 Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit