Browsing by Person ciri
Showing results 1 to 11 of 11
| Issue Date | Title | Involved Person(s) |
| 1-Jun-2022 | A new self-exciting jump-diffusion process for option pricing | Souto Arias, Luis Antonio; Cirillo, Pasquale; Oosterlee, Cornelis W. |
| 2021 | A note on the view of the Pickands dependence function as a Lorenz curve | Fontanari, Andrea; Cirillo, Pasquale |
| 10-Apr-2024 | A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims | Carr, Peter; Cirillo, Pasquale |
| 2022 | A quantum majorization alarm system for market crashes | Montana, J.; Souto Arias, Luis A.; Cirillo, Pasquale; Oosterlee, Cornelis W. |
| 2023 | AIDA : analytic isolation and distance-based anomaly detection algorithm | Souto Arias, Luis Antonio; Oosterlee, Cornelis W.; Cirillo, Pasquale |
| 2019 | An urn-based nonparametric modeling of the dependence between PD and LGD with an application to mortgages | Cheng, Dan; Cirillo, Pasquale |
| 2022 | Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property | Carr, Peter; Cirillo, Pasquale |
| 2022 | Forecasting : theory and practice | Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, Vassilios; Babai, Mohamed Zied; Barrow, Devon K., et al |
| 2021 | Joint and survivor annuity valuation with a bivariate reinforced urn process | Souto Arias, Luis A.; Cirillo, Pasquale |
| 20-Jan-2022 | On single point forecasts for fat-tailed variables | Taleb, Nassim Nicholas; Bar-Yam, Yaneer; Cirillo, Pasquale |
| 2021 | Schweizerischer Krebsbericht 2021 : Stand und Entwicklungen | Cirillo, Pasquale; Feller, Anita; Hošek, Martin; Kuehni, Claudia; Lorez, Matthias, et al |
