Pubblicazioni

Machine learning techniques in nested stochastic simulations for life insurance

2021 - APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Castellani, Gilberto; Fiore, Ugo; Marino, Zelda; Passalacqua, Luca; Perla, Francesca; Scognamiglio, Salvatore; Zanetti, Paolo

A distribution-based method to gauge market liquidity through scale invariance between investment horizons

2020 - APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Bianchi, Sergio; Pianese, Augusto; Frezza, Massimiliano

Options on constant proportion portfolio insurance with guaranteed minimum equity exposure

2020 - APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
Di Persio, Luca; Oliva, Immacolata; Wallbaum, Kai

Usual and stochastic tail orders between hitting times for two Markov chains

2016 - APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
DE SANTIS, Emilio; Spizzichino, Fabio

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