Stefano d'Addona

Identifiers

• name variant Stefano d'Addona 0.60 · backfill

Papers (2)

1. Nonparametric estimates of pricing functionals q-fin.PR · 2015 · author #2
2. Multivariate heavy-tailed models for Value-at-Risk estimation q-fin.RM · 2010 · author #2

Mentions

• 1506.06568 #2 · backfill · confidence 0.70 Stefano d'Addona
• 1005.2862 #2 · backfill · confidence 0.70 Stefano d'Addona

Frequent Coauthors

• Carlo Marinelli 2 shared papers
• Svetlozar T. Rachev 1 shared papers