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Working Paper
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Author
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Subject |
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Umberto Cherubini, Elisa
Luciano
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Multivariate Option
Pricing with Copulas (Download ),
(published in Economic Notes, 32, 2003, 1-23). |
|
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Umberto Cherubini, Elisa
Luciano
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Pricing Vulnerable
Options with Copulas (Download ), (published in the Journal of Risk Fianance, 5 (1), 2003, 27-39). |
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Steven Haberman, Elena
Vigna
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Optimal investment
strategies and risk measures in defined contribution pension schemes (Download
), (published in Insurance, Mathematics and
Economics, 31, 2002, 35-69). |
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Enrico Diecidue, Fabio
Maccheroni
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Coherence without Additivity (Download ) | |
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Paolo Ghirardato, Fabio
Maccheroni, Massimo Marinacci
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Ambiguity from the differential viewpoint (Download ) | |
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Massimo Marinacci , Luigi
Montrucchio
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A Characterization of the Core of Convex Games through Gateaux Derivatives (Download ) | |
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Fabio Maccheroni, Massimo
Marinacci
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How to cut a pizza fairly: fair division with descreasing marginal evaluations (Download ) | |
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Erio Castagnoli, Fabio
Maccheroni, Massimo Marinacci
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Insurance Premia Consistent with the Market (Download ) | |
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Fabio Privileggi, Guido
Cozzi
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Wealth polarization and pulverization in fractal societies (Download) | |
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Paolo Ghirardato, Fabio
Maccheroni, Massimo Marinacci
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Certainty independence and the separation of utility and beliefs (Download) |