Items where Author is "Corsi, Fulvio"

Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco and Livieri, Giulia (2021) The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221 (2). pp. 655-675. ISSN 0304-4076

Corsi, Fulvio, Hosni, Hykel and Marmi, Stefano (2013) Risk allocation: the double face of financial derivatives. . London School of Economics and Political Science.