According to our database1, Silvia Romagnoli authored at least 7 papers between 2000 and 2020.
Legend:Book In proceedings Article PhD thesis Other
A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models.
Inf. Sci., 2020
The impact of the dependence structure in risk management: a focus on credit-risk.
Int. J. General Systems, 2019
Measure-invariance of copula functions as tool for testing no-arbitrage assumption.
J. Comput. Appl. Math., 2018
Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application.
Int. J. Inf. Technol. Decis. Mak., 2016
A copula-based model of speculative price dynamics in discrete time.
J. Multivar. Anal., 2011
Computing the volume of a high-dimensional semi-unsupervised hierarchical copula.
Int. J. Comput. Math., 2011
Robustness of the Black-Scholes approach in the case of options on several assets.
Finance and Stochastics, 2000