COSMA, Antonio Statistiche
COSMA, Antonio
Dipartimento di Scienze Aziendali
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.004 secondi).
Early exercise decision in American options with dividends, stochastic volatility and jumps
2020-01-01 Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier
A nonparametric ACD model
2019-01-01 Cosma, Antonio; Galli, Fausto
Inference in conditional moment restriction models when there is selection due to stratification
2019-01-01 Cosma, Antonio; Kostyrka, Andreï V.; Tripathi, Gautam
The dark side of global integration: Increasing tail dependence
2010-01-01 Beine, Michel; Cosma, Antonio; Vermeulen, Robert
Diversification properties of Funds of Hedge Funds for Luxembourg's marketplace
2009-01-01 Cosma, Antonio; Lambert, Marie
Multivariate Wavelet-based shape preserving estimation for dependent observations
2007-01-01 Cosma, Antonio; Scaillet, Olivier; von Sachs, Rainer
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2020 | Early exercise decision in American options with dividends, stochastic volatility and jumps | Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; Scaillet, Olivier | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2019 | A nonparametric ACD model | Cosma, Antonio; Galli, Fausto | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2019 | Inference in conditional moment restriction models when there is selection due to stratification | Cosma, Antonio; Kostyrka, Andreï V.; Tripathi, Gautam | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2010 | The dark side of global integration: Increasing tail dependence | Beine, Michel; Cosma, Antonio; Vermeulen, Robert | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2009 | Diversification properties of Funds of Hedge Funds for Luxembourg's marketplace | Cosma, Antonio; Lambert, Marie | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2007 | Multivariate Wavelet-based shape preserving estimation for dependent observations | Cosma, Antonio; Scaillet, Olivier; von Sachs, Rainer | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |