Sabrina Mulinacci

Università Cattolica del Sacro Cuore di Milano

20123 Milano

Italy

SCHOLARLY PAPERS

2

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278

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Copula Based Martingale Processes and Financial Prices Dynamics

Number of pages: 17 Posted: 17 Jul 2008
Umberto Cherubini, Sabrina Mulinacci and Silvia Romagnoli
University of Bologna - Department of Economics, Università Cattolica del Sacro Cuore di Milano and University of Bologna - Department of Statistics
Downloads 278 (120,312)
Citation 1

Abstract:

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Copula functions,Stochastic Processes, Option Pricing, Markov Processes

2.

Functional Convergence of Snell Envelopes: Applications to American Options Approximations

Finance and Stochastics, Vol. 2, No. 3 (1998)
Posted: 09 Jun 1998
Sabrina Mulinacci and Maurizio Pratelli
Università Cattolica del Sacro Cuore di Milano and University of Pisa - Department of Mathematics

Abstract:

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