MUSTI, SILVANA
MUSTI, SILVANA
Dipartimento di Scienze Sociali
An application of the Unconditional Disturbances Method for Option Princing on Hedge Funds
2004-01-01 Musti, Silvana
Anomalous return behaviour in the Italian Stock Market
2004-01-01 Musti, Silvana; RITA LAURA, D'Ecclesia
Asian options pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
CDS and Equities: The Role of Credit Rating
2004-01-01 Musti, Silvana; Rita, Decclesia; Morgan, Randa
Electricity Market Equilibrium Model with Seasonal Volatilities
2015-01-01 Fanelli, V.; Musti, S.; Maddalena, L.
Electricity market equilibrium model with seasonal volatilities
2015-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Electricity price modelling with a regime-switching volatility
2009-01-01 Viviana, Fanelli; Musti, Silvana
Implementazione di un modello di equilibrio per la determinazione del prezzo forward dell’energia elettrica
2012-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Investigating the diffusion of renewable energy technologies in Italy
2012-01-01 Fanelli, V.; Maddalena, Lucia; Musti, Silvana
La diffusione di tecnologie per la produzione di energia da fonte rinnovabile in Puglia: modelli a confronto
2012-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Modelling Credit Spreads evolution using the Cox Process within the HJM framework
2007-01-01 Viviana, Fanelli; Musti, Silvana
Modelling electricity forward curve dynamics in the Italian market
2008-01-01 Viviana, Fanelli; Musti, Silvana
Modelling electricity futures prices using seasonal path-dependent volatility
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Modelling the evolution of Credit Spreads using the Cox process within the HJM framework: a CDS option pricing model
2011-01-01 Carl, Chiarella; Viviana, Fanelli; Musti, Silvana
Possiamo evitare un'altra crisi finanziaria?
2017-01-01 Musti, Silvana
Term structure of interest rates and the expectation hypothesis: The euro area.
2008-01-01 RITA LAURA, D'Ecclesia; Musti, Silvana
Why did CPDOs fail? An analysis focused on credit spread modeling
2010-01-01 Viviana, Fanelli; Musti, Silvana
“A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models”
2005-01-01 Carl, Chiarella; Les, Clewlow; Musti, Silvana
“Una dimostrazione per la formula di addizione del seno”
1997-01-01 Musti, Silvana