PATRIZIA SEMERARO

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Professore Associato (L.240)

+39 0110907536 / 7536 (DISMA)

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Pubblicazioni più recenti

Fontana, R.; Luciano, E.; Semeraro, P. (2020)
Model risk in credit risk. In: MATHEMATICAL FINANCE. ISSN 0960-1627
Di Nardo, E.; Marena, M.; Semeraro, P. (2020)
On non-linear dependence of multivariate subordinated Lévy processes. In: STATISTICS & PROBABILITY LETTERS, vol. 166. ISSN 0167-7152
Semeraro, Patrizia (2019)
A note on the multivariate generalized asymmetric Laplace motion. In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, pp. 1-17. ISSN 0361-0926
Jevtic, Petar; Marena, Marina; Semeraro, Patrizia (2019)
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows. In: INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. ISSN 0219-0249
Fontana, Roberto; Semeraro, Patrizia (2018)
Representation of multivariate Bernoulli distributions with a given set of specified moments. In: JOURNAL OF MULTIVARIATE ANALYSIS, vol. 168, pp. 290-303. ISSN 0047-259X
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