Mulinacci, Sabrina, Marshall-Olkin Machinery and Power Mixing: The Mixed Generalized Marshall-Olkin Distribution, in: Marshall-Olkin Distributions- Advances in Theory and Applications, Cham Heidelberg New York Dordrecht London, Springer, 2015, pp. 65 - 86 [Chapter or essay]
Umberto Cherubini; Sabrina Mulinacci, Contagion-based distortion risk measures, «APPLIED MATHEMATICS LETTERS», 2014, 27, pp. 85 - 89 [Scientific article]
U. Cherubini;S. Mulinacci, A Model for Estimating the Liquidity Valuation Adjustment on OTC Derivatives, in: Managing Illiquid Assets: Perspectives and Challenges, LONDON, Risk Books, 2012, pp. 129 - 155 [Chapter or essay]
U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [Research monograph]
Cherubini U.; Mulinacci S.; Romagnoli S., A copula-based model of speculative price dynamics in discrete time, «JOURNAL OF MULTIVARIATE ANALYSIS», 2011, 102, pp. 1047 - 1063 [Scientific article]
Cherubini U.; Mulinacci S.; Romagnoli S., On the distribution of (un)bounded sum of random variables, «INSURANCE MATHEMATICS & ECONOMICS», 2011, 48, pp. 56 - 63 [Scientific article]
Colivicchi I.; Mignanego F.; Mulinacci S., THE CONCEPT OF A SUITABLE INSURANCE POLICY
USING LEADER -FOLLOWER GAMES, in: Game Theory and Applications. Volume 15, NEW YORK, Nova Science Publishers, Inc., 2011, pp. 21 - 35 [Chapter or essay]
S. Mulinacci, The efficient hedging problem for American options, «FINANCE AND STOCHASTICS», 2011, 15, pp. 365 - 397 [Scientific article]
U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli, A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets, in: Copula Theory and Its Applications, Lecture Notes in Statistics, BERLIN HEIDELBERG, Springer Verlag, 2010, 198, pp. 257 - 265 (atti di: Workshop on Copula Theory and Its Applications, Varsavia, 25-26 Settembre 2009) [Contribution to conference proceedings]
U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi, Fourier Transform Methods in Finance, CHICHESTER, John Wiley & Sons, 2010, pp. 242 (Wiley Finance). [Research monograph]
I. Colivicchi; F. Mignanego; S. Mulinacci, The Concept of a Suitable Insurance Policy Using Leader-Follower Games, «INTERNATIONAL JOURNAL OF MATHEMATICS GAME THEORY AND ALGEBRA», 2010, 19, 5-6, pp. 439 - 454 [Scientific article]
C. Colivicchi; S. Mulinacci; E. Vannucci, A DYNAMIC CONTROL STRATEGY FOR PENSION PLANS IN
A STOCHASTIC FRAMEWORK, «GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI», 2009, LXXII, n.1-2., pp. 23 - 35 [Scientific article]
U. Cherubini; S. Mulinacci; S. Romagnoli, Modeling the term structure of CDO tranches, in: ECONOMICA, Financial Risks. New developments in Structured Product & Credit Derivatives., PARIS, C. Gourieroux, M. Jeanblanc, 2009, pp. 145 - 154 (atti di: Financial Risks. New developments in Structured Product & Credit Derivatives., Paris, May 2009) [Contribution to conference proceedings]
U.Cherubini; S.Mulinacci; S.Romagnoli, A Copula-Based Model of the Term Structure of CDO Tranches, in: Applied Quantitative Finance, BERLIN, Springer Verlag, 2008, pp. 69 - 81 [Chapter or essay]
Colivicchi I.; Mulinacci S.; Vanncci E., A Dynamic Control Strategy for Pension Plans in a Stochastic Framework, in: 18th International AFIR Colloquium. Financial Risk in a Changing World. Rome, September 30th-October 3rd, 2008, s.l, s.n, 2008, pp. 1 - 10 (atti di: Financial Risk in a Changing World, Rome, September 30th-October 3rd, 2008) [Abstract]
