CORSI, FULVIO
CORSI, FULVIO
DIPARTIMENTO DI FISICA "ALESSANDRO VOLTA"
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing
2020-01-01 Alitab, Dario; Bormetti, Giacomo; Corsi, Fulvio; Majewski, Adam A.
A realized volatility approach to option pricing with continuous and jump variance components
2019-01-01 Alitab, D.; Bormetti, G.; Corsi, F.; Majewski, A. A.
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
2021-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
A Stochastic Volatility Model With Realized Measures for Option Pricing
2020-01-01 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
Comment on: Price Discovery in High Resolution
2021-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
DeepMiCa: Automatic segmentation and classification of breast MIcroCAlcifications from mammograms
2023-01-01 Gerbasi, A.; Clementi, G.; Corsi, F.; Albasini, S.; Malovini, A.; Quaglini, S.; Bellazzi, R.
Development and Validation of a Bioanalytical UHPLC-MS/MS Method Applied to Murine Liver Tissue for the Determination of Indocyanine Green Loaded in H-Ferritin Nanoparticles
2022-01-01 Sottani, C.; Grignani, E.; Cottica, D.; Mazzucchelli, S.; Sevieri, M.; Chesi, A.; Corsi, F.; Galfre, S.; Robustelli della Cuna, F. S.; Calleri, E.
Development and validation of a simple and versatile method for the quantification of everolimus loaded in H-ferritin nanocages using UHPLC-MS/MS
2020-01-01 Sottani, C.; Grignani, E.; Mazzucchelli, S.; Bonizzi, A.; Corsi, F.; Negri, S.; Prati, F.; Calleri, E.; Cottica, D.
Modelling systemic price cojumps with Hawkes factor models
2015-01-01 Bormetti, G.; Calcagnile, L. M.; Treccani, M.; Corsi, F.; Marmi, S.; Lillo, F.
Raman analysis of microcalcifications in male breast cancer
2021-01-01 Caldarone, A.; Piccotti, F.; Morasso, C.; Truffi, M.; Sottotetti, F.; Guerra, C.; Albasini, S.; Agozzino, M.; Villani, L.; Corsi, F.
SIS 2017. Statistics and data science: new challenges, new generations. Proceedings of the conference of the Italian Statistical Society, Florence 28-30 June 2017
2017-01-01 Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; Livieri, Giulia
Smile from the past: A general option pricing framework with multiple volatility and leverage components
2015-01-01 Majewski, A. A.; Bormetti, G.; Corsi, F.