BORMETTI, GIACOMO

BORMETTI, GIACOMO  

DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI  

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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) File
A generalized Fourier transform approach to risk measures 1-gen-2010 Bormetti, Giacomo; Cazzola, Valentina; Livan, Giacomo; Montagna, Guido; Nicrosini, Oreste
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 1-gen-2020 Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A.
A non-Gaussian approach to risk measures 1-gen-2007 Bormetti, Giacomo; Cisana, ENRICA VERA; Montagna, Guido; Nicrosini, Oreste
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 1-gen-2021 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
A Stochastic Volatility Model With Realized Measures for Option Pricing 1-gen-2020 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 1-gen-2022 Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio
Comment on: Price Discovery in High Resolution 1-gen-2021 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Deep calibration with random grids 1-gen-2024 Baschetti, Fabio; Bormetti, Giacomo; Rossi, Pietro
Deep learning profit and loss 1-gen-2021 Bormetti, Giacomo; Cocco, Flavio; Rossi, Pietro
Estimating value-at-risk with product partition models 1-gen-2009 Delpini, Danilo; Bormetti, Giacomo; DE GIULI, MARIA ELENA; Tarantola, Claudia
Pricing exotic options in a path integral approach 1-gen-2006 Bormetti, Giacomo; Montagna, Guido; Nicrosini, Oreste; Moreni, Nicola
Score-driven generalized fitness model for sparse and weighted temporal networks 1-gen-2022 Di Gangi, Domenico; Bormetti, Giacomo; Lillo, Fabrizio
Stable Lévy Processes via Lamperti-Type Representations , Andreas E. Kyprianou and Juan Carlos Pardo, New York, NY: Cambridge University Press, 2022, xx+463 pp., $69.99(H), ISBN 978-1-108-48029-1 1-gen-2024 Bormetti, Giacomo
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 1-gen-2010 Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste
The SINC way: a fast and accurate approach to Fourier pricing 1-gen-2022 Baschetti, Fabio; Bormetti, Giacomo; Romagnoli, Silvia; Rossi, Pietro