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WORK IN PROGRESS

· ROSSI P. – S. MULINACCI – U. CHERUBINI (2010): “Bootstrapping of Discxrete Barrier Options with Fourier Transforms”

· CHERUBINI U. – F. GOBBI – S. MULINACCI (2010): “Semiparametric Estimation and Simulation of Actively Managed Funds”

· CHERUBINI U. – F. GOBBI – S. MULINACCI - S. ROMAGNOLI (2010): “On The Term Structure of Multivariate Equity Drivatives”

· CHERUBINI U. – S. MULINACCI - S. ROMAGNOLI (2010): “A Copula-Based Model of Speculative Price Dynamics”

· CHERUBINI U. – S. MULINACCI – S. ROMAGNOLI (2010): “On the Distribution of Un(Bounded) Sum of Random Variables”

· C HERUBINI U. – S. ROMAGNOLI S. (2010): “Multivariate Digital Options with Memory”

· BAGLIONI A. – U. CHERUBINI (2010): “Marking-to-Market Government Guarantees to Financial Systems: An Empirical Analysis of Europe”