Access Statistics for Marina Marena
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| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Dependence Calibration and Portfolio Fit with FactorBased Time Changes | 0 | 0 | 0 | 24 | 0 | 0 | 0 | 68 |
| Pricing multivariate barrier reverse convertibles with factor-based subordinators | 0 | 1 | 8 | 52 | 0 | 2 | 12 | 148 |
| Total Working Papers | 0 | 1 | 8 | 76 | 0 | 2 | 12 | 216 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A note on Marked Point Processes and multivariate subordination | 0 | 0 | 0 | 5 | 0 | 1 | 2 | 14 |
| Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets | 0 | 0 | 0 | 52 | 1 | 1 | 4 | 192 |
| Dependence calibration and portfolio fit with factor-based subordinators | 0 | 0 | 0 | 2 | 0 | 0 | 1 | 9 |
| MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 23 |
| MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS | 1 | 1 | 1 | 2 | 1 | 1 | 1 | 17 |
| Neighborhood Turnpike Theorem for Continuous-Time Optimization Models | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 9 |
| On non-linear dependence of multivariate subordinated Lévy processes | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Un metodo di valutazione di un portafoglio assicurativo vita | 0 | 0 | 0 | 16 | 0 | 0 | 1 | 79 |
| Z -Transform and preconditioning techniques for option pricing | 0 | 0 | 0 | 12 | 0 | 0 | 0 | 41 |
| Total Journal Articles | 1 | 1 | 1 | 90 | 2 | 3 | 10 | 388 |
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