# Silvia Romagnoli

According to our database

Collaborative distances:

^{1}, Silvia Romagnoli authored at least 7 papers between 2000 and 2020.Collaborative distances:

## Timeline

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## 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