AZZONE, MICHELE
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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.017 secondi).
A fast Monte Carlo scheme for additive processes and option pricing
2023-01-01 Azzone, Michele; Baviera, Roberto
A machine learning model for lapse prediction in life insurance contracts
2022-01-01 Azzone, M.; Barucci, E.; Giuffra Moncayo, G.; Marazzina, D.
Additive normal tempered stable processes for equity derivatives and power-law scaling
2022-01-01 Azzone, M.; Baviera, R.
Asset management with an ESG mandate
2026-01-01 Azzone, Michele; Barucci, Emilio; Stocco, Davide
Evaluation of sight deposits and central bank digital currency
2023-01-01 Azzone, M; Barucci, E
Explicit Option Pricing with Additive Processes
2025-01-01 Azzone, M.; Torricelli, L.
Hedging carbon risk with a network approach
2025-01-01 Azzone, M.; Pocelli, M. C.; Stocco, D.
Is (Independent) Subordination Relevant in Equity Derivatives?
2024-01-01 Azzone, Michele; Baviera, Roberto
Leveraging Panel Data in Retailing Research with Machine Learning Analytics: An Empirical Application
2025-01-01 Azzone, M.; Quartuccio, M.; Ghezzi, A. I.
Neural network middle-term probabilistic forecasting of daily power consumption
2021-01-01 Baviera, Roberto; Azzone, Michele
On the implied volatility skew outside the at-the-money point.
2025-01-01 Azzone, Michele; Torricelli, Lorenzo
Physical Climate Risk in Asset Management
2026-01-01 Azzone, Michele; Ghesini, Matteo; Stocco, Davide; Viola, Lorenzo
Short-time implied volatility of additive normal tempered stable processes
2024-01-01 Azzone, Michele; Baviera, Roberto
Synthetic forwards and cost of funding in the equity derivative market
2020-01-01 Azzone, M.; Baviera, R.
The puzzle of Carbon Allowance spread
2025-01-01 Azzone, M.; Baviera, R.; Manzoni, P.