Sfoglia per Autore
Relations between Kendall distributions and families of bivariate Values at Risk in exchangeable survival models
2006 Nappo, Giovanna; Spizzichino, Fabio
Simulation of linear stationary Hawkes processes: the subexponential case
2006 G., Bravaccino; P., Bremaud; Nappo, Giovanna
Probability from Cardano to de Finetti Exhibition of Historical books in Probability.
2006 Nappo, Giovanna
Continuous time random walks and queues: Explicit forms and approximations of the conditional law with respect to local times
2006 Nappo, Giovanna; Barbara, Torti
The hyper-Dirichlet process and its discrete approximations: The butterfly model
2006 C., Asci; Nappo, Giovanna; Piccioni, Mauro
Approximation of nonlinear filters for Markov systems with delayed observations
2006 Antonella, Calzolari; Patrick, Florchinger; Nappo, Giovanna
Approximation of nonlinear filters for Markov systems with delayed observations
2007 Calzolari, A; Florchinger, P; Nappo, Giovanna
Convergence in nonlinear filtering for stochastic delay systems
2007 Antonella, Calzolari; Patrick, Florchinger; Nappo, Giovanna
Preface
2008 Nappo, Giovanna; Piccioni, Mauro; Spizzichino, Fabio
Relations between Kendall distributions and level sets in bivariate exchangeable survival models
2008 Nappo, Giovanna; Spizzichino, Fabio
Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
2008 Fischer, M; Nappo, Giovanna
Nonlinear Filtering for Markov sytems with delayed observations
2009 Calzolari, A; Florchinger, P; Nappo, Giovanna
Kendall distributions and level sets in bivariate exchangeable survival models
2009 Nappo, Giovanna; Spizzichino, Fabio
Heterogeneous beliefs, stochastic volatility and volatility skew
2009 MARCHETTI FABIO, Massimo; Vagnani, Gianluca; Nappo, Giovanna
On the moments of the modulus of continuity of Ito processes
2010 Nappo, Giovanna; Fischer, Markus
Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme
2011 Antonella, Calzolari; Patrick, Florchinger; Nappo, Giovanna
The filtered martingale problem
2011 Kurtz, T. G.; Nappo, Giovanna
Continuity of the Filter with Unbounded Observation Coefficients
2011 Patrick, Florchinger; Nappo, Giovanna
A Dynamic Default Dependence Model
2012 Cecchetti, Sara; Nappo, Giovanna
A Feynman-Kac type formula for a CIR model with fixed delay
2015 Flore, Federico; Nappo, Giovanna
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile