Antonio COSMA

Professore Associato

Settore Scientifico Disciplinare: METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE (SECS-S/06)

Contatti

Telefono: +39 0352052517

E-mail:

Sede di lavoro:

CANIANA

Stanza 110

Insegnamenti

Pubblicazioni

Cosma Antonio, Galluccio Stefano, Pederzoli Paola, Scaillet Olivier; (2020) Early exercise decision in American options with dividends, stochastic volatility and jumps, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, pp. 331 - 356, https://doi.org/10.1017/S0022109018001229, Dettaglio
Cosma Antonio, Galli Fausto; (2019) A nonparametric ACD model, Financial Mathematics, Volatility and Covariance Modelling. Volume 2, pp. 122 - 144, , Dettaglio
Cosma Antonio, Kostyrka Andreï V., Tripathi Gautam; (2019) Inference in conditional moment restriction models when there is selection due to stratification, The Econometrics of Complex Survey Data: Theory and Applications, pp. 137 - 171, https://doi.org/10.1108/s0731-905320190000039010, Dettaglio
Beine Michel, Cosma Antonio, Vermeulen Robert; (2010) The dark side of global integration: Increasing tail dependence, JOURNAL OF BANKING & FINANCE, pp. 184 - 192, https://doi.org/10.1016/j.jbankfin.2009.07.014, Dettaglio
Cosma Antonio, Lambert Marie; (2009) Diversification properties of Funds of Hedge Funds for Luxembourg's marketplace, Finance et valeur(s): liber amicorum et discipulorum: recueil d'articles en hommage au Professeur Pierre Armand Michel, pp. 237 - 255, , Dettaglio
Cosma Antonio, Scaillet Olivier, von Sachs Rainer; (2007) Multivariate Wavelet-based shape preserving estimation for dependent observations, BERNOULLI, pp. 301 - 329, https://doi.org/10.3150/07-bej5066, Dettaglio

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