FANELLI, VIVIANA
FANELLI, VIVIANA
Dipartimento di Economia
A defaultable HJM modelling of the Libor Rate for pricing Basis Swaps after the credit crunch
2016-01-01 Fanelli, Viviana
A mathematical model for renewable technology
2011-01-01 Fanelli, Viviana; Maddalena, Lucia
A nonlinear dynamic model for bank default risk
2018-01-01 Maddalena, Lucia; Fanelli, Viviana
A nonlinear dynamic model for credit risk contagion
2020-01-01 Fanelli, Viviana; Maddalena, Lucia
A nonlinear dynamic model for credit risk contagion
2020-01-01 Fanelli, Viviana; Maddalena, Lucia
A nonlinear dynamic model for credit risk contagion
2020-01-01 Fanelli, Viviana; Maddalena, Lucia
A seasonal two-factor model for solar energy production: A climate extreme events analysis
2025-01-01 Bufalo, Michele; Fanelli, Viviana
A time delay model for the diffusion of a new technology
2012-01-01 Fanelli, Viviana; Maddalena, Lucia
A time delay model for the diffusion of a new technology
2012-01-01 Fanelli, Viviana; Maddalena, Lucia
A time delay model for the diffusion of a new technology
2012-01-01 Fanelli, Viviana; Lucia, Maddalena
Advanced Operator Theory for Energy Market Trading: A New Framework
2025-01-01 Bufalo, Michele; Fanelli, Viviana
Amortization dismantling to remove any doubt of anatocism
2024-01-01 Fanelli, Viviana; Musti, Silvana
Asian option pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Asian options pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Asian options pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Commodity-linked Arbitrage Strategies and Portfolio Management
2015-01-01 Fanelli, Viviana
Electricity Market Equilibrium Model with Seasonal Volatilities
2015-01-01 Fanelli, Viviana; Musti, Silvana; Maddalena, Lucia
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, V.; Musti, S.; Maddalena, L.
Electricity market equilibrium model with seasonal volatilities
2015-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana