Marina Marena

2 ta ish

University of Turin

1. Pricing Multivariate Barrier Reverse Convertibles with Factor-Based Subordinators

   Marina Marena, Andrea Romeo, Patrizia Semeraro

   PreprintComplex Systems and Time Series AnalysisRePEc: Research Papers in Economics20150 iqtibos

   ABIABI:AkademIndex/2015.preprint.000014

2. On non-linear dependence of multivariate subordinated Lévy processes

   Elvira Di Nardo, Marina Marena, Patrizia Semeraro

   PreprintOAOchiq kirishFinancial Risk and Volatility ModelingStatistics & Probability Letters20200 iqtibos

   ABIABI:AkademIndex/2020.preprint.000067