Silvia Romagnoli

According to our database1, Silvia Romagnoli authored at least 7 papers between 2000 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models.
Inf. Sci., 2020

2019
The impact of the dependence structure in risk management: a focus on credit-risk.
Int. J. General Systems, 2019

2018
Measure-invariance of copula functions as tool for testing no-arbitrage assumption.
J. Comput. Appl. Math., 2018

2016
Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application.
Int. J. Inf. Technol. Decis. Mak., 2016

2011
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

2000
Robustness of the Black-Scholes approach in the case of options on several assets.
Finance and Stochastics, 2000


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