Umberto Cherubini

According to our database1, Umberto Cherubini authored at least 4 papers between 2009 and 2014.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

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On csauthors.net:

Bibliography

2014
Contagion-based distortion risk measures.
Appl. Math. Lett., 2014

2011
Copulas in Finance.
Proceedings of the International Encyclopedia of Statistical Science, 2011

A copula-based model of speculative price dynamics in discrete time.
J. Multivar. Anal., 2011

2009
A Copula Function Approach to Infer Correlation in Prediction Markets.
Proceedings of the Auctions, 2009


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