Stefano d'Addona
From MaRDI portal
Person:470725
Available identifiers
zbMath Open daddona.stefanoMaRDI QIDQ470725
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Nonparametric estimates of option prices via Hermite basis functions | 2024-01-10 | Paper |
| Asset pricing and the role of macroeconomic volatility | 2014-11-13 | Paper |
| MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION | 2012-08-30 | Paper |
| A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL | 2008-05-20 | Paper |
| TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE | 2007-06-20 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Stefano d'Addona
