Sfoglia per Autore
Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents
2020 Anufriev, M.; Gardini, L.; Radi, Davide
Modeling CDS spreads: A comparison of some hybrid approaches
2020 Ballestra, L. V.; Pacelli, G.; Radi, Davide
On the numerical solution of ordinary, interval and fuzzy differential equations by use of F-transform
2020 Radi, Davide; Sorini, L.; Stefanini, Lina
Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics
2020 Dercole, F.; Radi, Davide
Quantitative Methods in Economics and Finance
2020 Ballestra, L. V.; Brianzoni, S.; Colucci, R.; Guerrini, L.; Pacelli, G.; Radi, Davide
Evolutionary technology adoption in an oligopoly market with forward-looking firms
2018 Lamantia, F.; Radi, Davide
Knowledge spillovers, congestion effects, and long-run location patterns
2018 Bischi, G. I.; Kopel, M.; Lamantia, F.; Radi, Davide
On the Stochastic Sensitivity and Noise-Induced Transitions of a Kaldor-Type Business Cycle Model
2018 Bashkirtseva, I.; Radi, Davide; Ryashko, L.; Ryazanova, T.
Some reflections on past and future of nonlinear dynamics in Economics and Finance
2018 Anufriev, Mikhail; Radi, Davide; Tramontana, Fabio
Evolutionary oligopoly games with heterogeneous adaptive players
2018 Bischi, G. I.; Lamantia, F.; Radi, Davide
A piecewise smooth model of evolutionary game for residential mobility and segregation
2018 Radi, Davide; Gardini, L.
Valuing investment projects under interest rate risk: empirical evidence from European firms
2017 Ballestra, L. V.; Pacelli, G.; Radi, Davide
Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms
2017 Radi, Davide
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market
2017 Ballestra, L. V.; Pacelli, G.; Radi, Davide
Robust games: theory and application to a Cournot duopoly model
2017 Crespi, G. P.; Radi, Davide; Rocca, M.
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance
2016 Ballestra, L. V.; Pacelli, G.; Radi, Davide
Qualitative methods in continuous and discrete dynamical systems
2016 Bischi, G. I.; Lamantia, F.; Radi, Davide
A NOTE on FERGUSSON and PLATEN: "APPLICATION of MAXIMUM LIKELIHOOD ESTIMATION to STOCHASTIC SHORT RATE MODELS"
2016 Ballestra, L. V.; Pacelli, G.; Radi, Davide
Dynamic modeling in renewable resource exploitation
2016 Lamantia, F.; Radi, Davide; Sbragia, Lucia
Preface
2016 Bischi, G. I.; Panchuk, A.; Radi, Davide
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile