| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Adjustable and fixed interest rates mortgage markets modelling
|
Uberti, Mariacristina
|
|
2013
|
22 |
2 |
p. 391-406
|
article
|
| 2 |
Are we using the wrong letters? An analysis of executive stock option Greeks
|
Álvarez-Díez, Susana
|
|
2013
|
22 |
2 |
p. 237-262
|
article
|
| 3 |
A stochastic model for investments in different technologies for electricity production in the long period
|
Vespucci, Maria Teresa
|
|
2013
|
22 |
2 |
p. 407-426
|
article
|
| 4 |
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
|
Castellano, Rosella
|
|
2013
|
22 |
2 |
p. 285-305
|
article
|
| 5 |
Downside risk in multiperiod tracking error models
|
Barro, Diana
|
|
2013
|
22 |
2 |
p. 263-283
|
article
|
| 6 |
Market efficiency of the Post Communist East European stock markets
|
Dragotă, Victor
|
|
2013
|
22 |
2 |
p. 307-337
|
article
|
| 7 |
N-tuple S&P patterns across decades, 1950–2011
|
Malliaris, A. G.
|
|
2013
|
22 |
2 |
p. 339-353
|
article
|
| 8 |
Optimal impulse control of a portfolio with a fixed transaction cost
|
Baccarin, Stefano
|
|
2013
|
22 |
2 |
p. 355-372
|
article
|
| 9 |
Option pricing in a conditional Bilateral Gamma model
|
Bellini, Fabio
|
|
2013
|
22 |
2 |
p. 373-390
|
article
|
| 10 |
The state of financial modelling in 2012, as shaped by the GFC
|
D’Ecclesia, Rita L.
|
|
2014
|
22 |
2 |
p. 233-235
|
article
|
Journal description