DELPINI, Danilo
DELPINI, Danilo
SCIENZE ECONOMICHE E AZIENDALI
Accounting for risk of non linear portfolios: a novel Fourier approach
2010-01-01 Bormetti, G; Cazzola, V; Delpini, Danilo; Livan, G.
Bayesian Analysis of Value-at-Risk with Product Partition Models
2009-01-01 Delpini, Danilo; Bormetti, G; De Giuli, M. E.; Tarantola, C.
Bayesian Value-at-Risk with product partition models
2012-01-01 Bormetti, Giacomo; DE GIULI MARIA, Elena; Delpini, Danilo; Tarantola, Claudia
Defensive medicine and strategic interactions in physician–patient networks
2023-01-01 Delpini, Danilo; Russu, Paolo
Dynamical analysis of a prey-predator-tourist model: Environmental preferences and optimal fee control
2024-01-01 Delpini, Danilo; Melis, Roberta; Russu, Paolo
Evolution of Controllability in Interbank Networks
2013-01-01 Delpini, Danilo; Battiston, S; Riccaboni, M; Gabbi, G; Pammolli, F; Caldarelli, G.
Exact moment scaling from multiplicative noise
2010-01-01 Bormetti, G; Delpini, Danilo
Minimal model of financial stylized facts
2011-01-01 Delpini, Danilo; Bormetti, Giacomo
Minimal model of financial stylized facts
2011-01-01 Delpini, Danilo; Bormetti, Giacomo
Modeling and Analysis of Financial Time Series beyond Geometric Brownian Motion
2010-01-01 Delpini, Danilo
Modeling and analysis of financial time series beyond geometric Brownian motion
2010-01-01 Delpini, Danilo
Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model
2010-01-01 Bormetti, G; Cazzola, V; Delpini, Danilo
Portfolio diversification, differentiation and the robustness of holdings networks
2020-01-01 Delpini, D; Battiston, S; Caldarelli, G; Riccaboni, M
Similarity and systemic risk in the network of mutual fund holdings
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
Similarity and systemic risk in the network of mutual fund holdings
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
Stochastic volatility with heterogeneous time scales
2015-01-01 Delpini, Danilo; Bormetti, G.
Systemic Risk from Investment Similarities
2019-01-01 Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo
The Effects of Defensive Medicine in Physician–Patient Dynamics: An Agent-Based Approach
2022-01-01 Delpini, D.; Russu, P.
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model
2010-01-01 Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo; Montagna, Guido; Nicrosini, Oreste
The power to control
2013-01-01 Galbiati, M; Delpini, Danilo; Battiston, S.