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Luciano, Elisa's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,180 |
Total
Citations
49 |
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1.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Cherubini
University of Bologna - Department of Mathematical Economics
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1,266
(6,276)
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22
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option pricing, basket options, copula functions, non-normal returns.
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2.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Fiorani, Filo
Merrill Lynch & Co.
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610
(19,543)
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3.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Cherubini
University of Bologna - Department of Mathematical Economics
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599
(20,026)
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Credit risk, vulnerable options, copula functions
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4.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Marena, Marina
University of Eastern Piedmont
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454
(29,001)
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3
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Value at Risk, Non-normal returns
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5.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Cherubini
University of Bologna - Department of Mathematical Economics
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423
(31,751)
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1
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6.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Marena, Marina
University of Eastern Piedmont
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288
(50,597)
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1
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Copula functions, multivariate risks, joint distributions
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7.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Schoutens, Wim
KU Leuven - Department of Mathematics
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287
(50,800)
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13
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8.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Vigna, Elena
University of Turin - Faculty of Economics
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261
(56,554)
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7
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Doubly stochastic processes (Cox processes), stochastic mortality, affine processes
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9.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Nicodano, Giovanna
University of Turin - Department of Economics and Financial Sciences G. Prato
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177
(84,234)
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2
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credit risk, default risk, structural models, optimal leverage, zero leverage, ownership structure, parent-subsidiary
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10.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics
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173
(86,114)
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11.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Nicodano, Giovanna
University of Turin - Department of Economics and Financial Sciences G. Prato
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09 Dec 09
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Last Revised:
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18 Mar 10
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144
(101,632)
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holding, subsidiary, groups, guarantees, debt, taxes, bankruptcy costs, limited liability, capital structure
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12.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Vigna, Elena
University of Turin - Faculty of Economics
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124
(115,133)
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13.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Vigna, Elena
University of Turin - Faculty of Economics Spreeuw, Jaap
City University London - Sir John Cass Business School
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106
(129,884)
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14.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Regis, Luca
University of Turin Vigna, Elena
University of Turin - Faculty of Economics
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82
(154,163)
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15.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics
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62
(180,923)
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16.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Regis, Luca
University of Turin Vigna, Elena
University of Turin - Faculty of Economics
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40
(220,071)
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17.
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Nicodano, Giovanna
University of Turin - Department of Economics and Financial Sciences G. Prato Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics
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29
(246,292)
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debt, taxes, bankruptcy costs, limited liability, capital structure, subsidiary, groups, mergers
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18.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Regis, Luca
University of Turin Vigna, Elena
University of Turin - Faculty of Economics
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19
(279,063)
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19.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Regis, Luca
University of Turin
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18
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20.
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Evolution of Coupled Lives' Dependency Across Generations and Pricing Impact
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Show Abstracts |
Hide Abstracts |
Versions (2)
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Spreeuw, Jaap
City University London - Sir John Cass Business School Vigna, Elena
University of Turin - Faculty of Economics
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Posted:
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04 Jul 12
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Last Revised:
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05 Jul 12
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14
(296,926)
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Spreeuw, Jaap
City University London - Sir John Cass Business School Vigna, Elena
University of Turin - Faculty of Economics
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2
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copula, goodness-of-fi
t, signifi
cance test, stochastic mortality, generation effect, reversionary annuity
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Spreeuw, Jaap
City University London - Sir John Cass Business School Vigna, Elena
University of Turin - Faculty of Economics
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12
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copula, goodness-of-fi
t, signifi
cance test, stochastic mortality, generation effect, reversionary annuity
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21.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Wihlborg , Clas
Chapman University
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4
(328,419)
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bank subsidiaries, bank branches
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22.
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Luciano, Elisa
University of Turin - Department of Statistics and Applied Mathematics Cherubini
University of Bologna - Department of Mathematical Economics
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