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Sabrina Mulinacci

Associate Professor

Department of Statistical Sciences "Paolo Fortunati"

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Research

1. The pricing and hedging problems for American options in incomplete markets.
2. Intermediate solutions for Stackelberg games: applications to finance and actuarial science.
3. The asset pricing and related hedging problems in an incomplete information context.
4. Modelization of the intertemporal dependence in Markov processes through copula functions: applications to credit risk and to the construction of financial assets model.
5. Generalization of the Marshall-Olkin distribution and copula function


1. The pricing and hedging problems for American options in incomplete markets.
2. Intermediate solutions for Stackelberg games: applications to finance and actuarial science.
3. The asset pricing and related hedging problems in an incomplete information context.
4. Modelization of the intertemporal dependence in Markov processes through copula functions: applications to credit risk and to the construction of financial assets model.
5. Generalization of the Marshall-Olkin distribution and copula function

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