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Sanfelici, Simona


 SSRN Author Rank: 34,865 by Downloads
 

University of Parma - Dipartimento di Economia


 Via Kennedy 6
 Parma, Parma 43100
 Italy
 email address

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. Sanfelici, Simona's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
655
Total
Citations
11
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Rapini, Elena
Centro Leasing Banca, S.p.A.
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
17 Nov 08
221
(81,865)
 

2.  
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
17 Nov 08
Last Revised:
28 Mar 13
161
(110,865)
4

3.  
Multivariate Volatility Estimation with High Frequency Data Using Fourier Method | Show Abstract | Download |
Handbook of Modeling High-Frequency Data in Finance, I. Florescu and F. Viens Eds., Wiley, New York, 2011
Accepted Paper Series
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
30 Mar 13
Last Revised:
02 Apr 13
49
(241,104)
 

4.  
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Uboldi, Adamo
European Commission
Posted:
29 Mar 13
47
(245,594)
 

5.  
Ogawa, Shigeyoshi
Ritsumeikan University, Dept of Math Sci
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
19 Jan 09
46
(247,795)
3

6.  
Curato, Imma Valentina
University of Ulm
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
18 May 14
34
(277,831)
 

7.  
Practical Problems in the Numerical Solution of PDE's in Finance | Show Abstract | Download |
Rendiconti per gli Studi Economici Quantitativi, Università Ca’ Foscari Venezia, Vol. 2001 (2002), 105-132.
Accepted Paper Series
Fusai, Gianluca
University of Piemonte Orientale - Facoltà di Economia
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Tagliani, Aldo
University of Trento - Department of Economics and Management
Posted:
30 Mar 13
Last Revised:
02 Apr 13
32
(283,617)
 

8.  
Estimation of Quarticity with High Frequency Data | Show Abstract | Download |
Quantitative Finance, Vol. 12(4) (2012), pp. 607-622
Accepted Paper Series
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
30 Mar 13
Last Revised:
02 Apr 13
25
(307,388)
 

9.  
Barsotti, Flavia
University of Pisa - Faculty of Economics - Department of Statistics and Applied Mathematics
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
29 Mar 13
19
(332,182)
 

10.  
Calibration of a Nonlinear Feedback Option Pricing Model | Show Abstract | Download |
Quantitative Finance, Vol. 7(1), 2007, pp. 95-110
Accepted Paper Series
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
29 Mar 13
Last Revised:
02 Apr 13
11
(366,641)
1

11.  
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance | Show Abstract | Download |
Proceedings della giornata di studio sul tema “Metodi Numerici per la Finanza”, A. Basso, M Corazza, M. Nardon, P. Pianca Eds., Centro stampa Ca’ Foscari, Venezia, 2003, pp. 257-274
Accepted Paper Series
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
29 Mar 13
Last Revised:
02 Apr 13
6
(387,535)
 

12.  
Optimal Impulse Control on an Unbounded Domain with Nonlinear Cost Functions | Show Abstract | Download |
Computational Management Science, Vol. 3 (2006), pp. 81-100
Accepted Paper Series
Baccarin, Stefano
University of Turin - Department of Statistics and Applied Mathematics
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
30 Mar 13
Last Revised:
02 Apr 13
2
(406,340)
 

13.  
An Improved Two‐Step Regularization Scheme for Spot Volatility Estimation | Show Abstract | Download |
Economic Notes, Vol. 40, Issue 3, pp. 105-132, 2011
Accepted Paper Series
Ogawa, Shigeyoshi
Ritsumeikan University, Dept of Math Sci
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
28 Jan 12
2
(406,340)
3

14.  
Covariance Estimation and Dynamic Asset Allocation under Microstructure Effects via Fourier Methodology | Show Abstract |
“Financial Econometrics Modeling”, G. N. Gregoriou and R. Pascalau Eds., Palgrave-MacMillan, London, UK, 2011, pp. 3-32
Accepted Paper Series
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Posted:
30 Mar 13
 

15.  
Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise | Show Abstract |
Computational Statistics & Data Analysis Vol. 52 (2008) pp. 2966-2989
Accepted Paper Series
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Mancino, Maria Elvira
University of Florence - Department of Mathematics for Decisions
Posted:
29 Mar 13
 

16.  
Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff | Show Abstract |
Decisions in Economics and Finance, Vol. 27(2), 2004, pp. 125-151
Accepted Paper Series
Sanfelici, Simona
University of Parma - Dipartimento di Economia
Posted:
29 Mar 13
 


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