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Items where Author is "Marmi, Stefano"

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Number of items: 7.


Livieri, Giulia, Lillo, Fabrizio, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems. Journal of Statistical Physics, 190 (10). ISSN 0022-4715

Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14 (2). pp. 598-643. ISSN 1945-497X

Ceccon, Riccardo, Livieri, Giulia and Marmi, Stefano (2023) The Yoccoz–Birkeland livestock population model coupled with random price dynamics. Communications in Nonlinear Science and Numerical Simulation, 118. ISSN 1007-5704

Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia and Marmi, Stefano (2023) Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19 (1). 63 - 93. ISSN 1614-2446

Toscano, Giacomo, Livieri, Giulia, Mancino, Maria Elvira and Marmi, Stefano (2022) Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized Facts. Journal of Financial Econometrics, 22 (1). pp. 252-296. ISSN 1479-8409

Tirone, Salvatore, Ghio, Maddalena, Livieri, Giulia, Giovannetti, Vittorio and Marmi, Stefano (2021) Kelly betting with quantum payoff: A continuous variable approach. Quantum (5). ISSN 2521-327X


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

This list was generated on Sat Jul 20 14:03:59 2024 BST.