Sfoglia per Autore
Multiscale analysis of hierarchical landscapes
1997-01-01 Baviera, Roberto; M. A., Virasoro
Cluster approximation for Ising spin glasses
1998-01-01 Baviera, Roberto; M., Pasquini; M., Serva
A variational approach to Ising spin glasses in finite dimensions
1998-01-01 Baviera, Roberto; M., Pasquini; M., Serva
Optimal Strategies for Prudent Investors
1998-01-01 Baviera, Roberto; Michele, Pasquini; Maurizio, Serva; Angelo, Vulpiani
Growth optimal investment and pricing of derivatives
2000-01-01 Erik, Aurell; Baviera, Roberto; Ola, Hammarlid; Maurizio, Serva; Angelo, Vulpiani
Markovian approximation in foreign exchange markets
2000-01-01 Baviera, Roberto; Davide, Vergni; Angelo, Vulpiani
A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS
2000-01-01 Erik, Aurell; Baviera, Roberto; Ola, Hammarlid; Maurizio, Serva; Angelo, Vulpiani
Correlations and multi-affinity in high frequency financial datasets
2001-01-01 Baviera, Roberto; Michele, Pasquini; Maurizio, Serva; Davide, Vergni; Angelo, Vulpiani
TRANSACTION COSTS: A NEW POINT OF VIEW
2001-01-01 Baviera, Roberto
Antipersistent Markov behavior in foreign exchange markets
2002-01-01 Baviera, Roberto; Michele, Pasquini; Maurizio, Serva; Davide, Vergni; Angelo, Vulpiani
MOVING AVERAGES AND PRICE DYNAMICS
2002-01-01 Baviera, Roberto; M., Pasquini; J., Raboanary; M., Serva
Vol-Bond: an analytical solution
2003-01-01 Baviera, Roberto
BOND MARKET MODEL
2006-01-01 Baviera, Roberto
A simple solution for sticky cap and sticky floor
2007-01-01 Baviera, Roberto
A perturbative approach to Bermudan options pricing with applications
2013-01-01 Baviera, Roberto; Lorenzo, Giada
A Note on Dual-Curve Construction: Mr. Crab's Bootstrap
2015-01-01 Baviera, Roberto; Alessandro, Cassaro
A method that reveals the multi-level ultrametric tree hidden in p -spin-glass-like systems
2015-01-01 Baviera, Roberto; Virasoro, M. A.
Is the comprehensive assessment really comprehensive?
2016-01-01 Barucci, Emilio; Baviera, Roberto; Milani, Carlo
CVA with Wrong Way Risk in the presence of early exercise
2016-01-01 Baviera, Roberto; LA BUA, Gaetano; Pellicioli, Paolo
Is the Comprehensive Assessment able to capture banks’ risks?
2016-01-01 Barucci, Emilio; Baviera, Roberto; Milani, Carlo
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