U.Cherubini;S.Romagnoli, The Dependence Structure of Running Maxima and Minima:Results and Option Pricing Applications, «MATHEMATICAL FINANCE», 2010, 20(1), pp. 35 - 58 [Scientific article]
U.Cherubini; S.Romagnoli, Computing the Volume of N-Dimensional Copulas, «APPLIED MATHEMATICAL FINANCE», 2009, 16(4), pp. 307 - 314 [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]
U.Cherubini;S.Mulinacci;S.Romagnoli, A Lattice Model with Incomplete Information: A Credit Risk Application, «STATISTICS & DECISIONS», 2008, 26(2), pp. 75 - 88 [Scientific article]
U. Cherubini; S. Romagnoli, The dependence structure of running maxima and minima:results and option pricing applications, in: World conference computational finance: the first decade, s.l, s.n, 2007, pp. 1 - 20 (atti di: World conference computational finance: the first decade, London, march 2007) [Contribution to conference proceedings]
Patent n. 0601703, Modello matematico per il calcolo del TFR ex IAS19.
S.Romagnoli ; M.Marzo, A general equilibrium model for the term structure of interest rates and interactions between fiscal and monetary policy, in: Quaderni del Dipartimento di matematica per le scienze economiche e sociali, s.l, s.n, 2005, 7(atti di: Calcolare il presente, formulare il futuro, Bologna, 16 ottobre 2000) [Contribution to conference proceedings]
U.Cherubini ; S.Romagnoli, Barrier Copula Functions, in: Atti del Convegno New mathematical methods in Risk Theory, s.l, s.n, 2005(atti di: New mathematical methods in Risk Theory, Firenze, 6-8 Ottobre 2005) [Contribution to conference proceedings]
S. Romagnoli; M. Marzo, The future gas price for affine jump diffusion, BOLOGNA, Quaderni di Dipartimento, Matemates, 2005, pp. 1-14 (Quaderni di Dipartimento). [Editorship]
S. Romagnoli, The range of derivative's arbitrage prices in a general incomplete market, «STATISTICA», 2005, 65(3), pp. 315 - 340 [Scientific article]
S.Romagnoli (a cura di): MATEMATES, The range of derivative's arbitrage prices in a general incomplete market, S.L., S.N., 2005, pp. 1-26 (qUADERNI DEL dIPARTIMENTO DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI). [Editorship]
