Giovanna Nappo

Pubblicazioni

Titolo	Pubblicato in	Anno
Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets	FINANCE RESEARCH LETTERS	2023
Estimating the interaction graph of stochastic neuronal dynamics by observing only pairs of neurons	STOCHASTIC PROCESSES AND THEIR APPLICATIONS	2022
Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes	DEPENDENCE MODELING	2021
Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property	DEPENDENCE MODELING	2020
A Feynman-Kac type formula for a fixed delay CIR model	STOCHASTIC ANALYSIS AND APPLICATIONS	2019