Cecilia Prosdocimi

Luiss Guido Carli University

Via O. Tommasini 1

Rome, Roma 00100

Italy

SCHOLARLY PAPERS

2

DOWNLOADS

92

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

A Pricing Formula for Delayed Claims: Appreciating the Past to Value the Future

Number of pages: 21 Posted: 19 May 2015 Last Revised: 14 Jan 2019
Enrico Biffis, Ben Goldys, Cecilia Prosdocimi and Margherita Zanella
Imperial College Business School, The University of Sydney, Luiss Guido Carli University and Luiss Guido Carli University
Downloads 59 (384,114)
Citation 1

Abstract:

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Stochastic functional differential equations, delay equations, no-arbitrage pricing, human capital, sticky wages

2.

Optimal Portfolio Choice with Path Dependent Labor Income: The Infinite Horizon Case

Number of pages: 32 Posted: 29 May 2019 Last Revised: 02 Feb 2020
Enrico Biffis, Fausto Gozzi and Cecilia Prosdocimi
Imperial College Business School, Luiss and Luiss Guido Carli University
Downloads 33 (483,913)

Abstract:

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optimal portfolio choice, stochastic delay differential equations, labor income, human capital, hedging demand