U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [libro]
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 [articolo]
U. Cherubini, Copulas in finance, in: International Encyclopedia of Statistical Science, BERLIN, Springer Verlag, 2011, pp. 305 - 309 [voce di enciclopedia/dizionario]
U.Cherubini; S.Romagnoli, Multivariate Digital Options with Memory, «EUROPEAN JOURNAL OF FINANCE», 2011, 17, pp. 649 - 660 [articolo]
Cherubini U.; Mulinacci S.; Romagnoli S., On the distribution of (un)bounded sum of random variables, «INSURANCE MATHEMATICS & ECONOMICS», 2011, 48, pp. 56 - 63 [articolo]
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) [Contributo in Atti di convegno]
U. Cherubini; G. Della Lunga; S. Mulinacci; P. Rossi, Fourier Transform Methods in Finance, CHICHESTER, John Wiley & Sons, 2010, pp. 242 (Wiley Finance). [libro]
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 [articolo]
A.Capponi;U.Cherubini, A Copula Function Approach to Infer Correlation in Prediction Markets, in: Auctions, Market Mechanisms and Their Applications, Berlin Heidelberg New York, Springer Verlag, 2009, pp. 4 - 12 (LECTURE NOTES OF THE INSTITUTE FOR COMPUTER SCIENCES, SOCIAL INFORMATICS AND TELECOMMUNICATIONS ENGINEERING) [capitolo di libro]
U.Cherubini; S.Romagnoli, Computing the Volume of N-Dimensional Copulas, «APPLIED MATHEMATICAL FINANCE», 2009, 16(4), pp. 307 - 314 [articolo]
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) [Contributo in Atti di convegno]
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 [capitolo di libro]
U.Cherubini;S.Mulinacci;S.Romagnoli, A Lattice Model with Incomplete Information: A Credit Risk Application, «STATISTICS & DECISIONS», 2008, 26(2), pp. 75 - 88 [articolo]
U.Cherubini, Accounting Data Transparency and Credit Spreads: Clinical Studies, in: Credit Risk: Models, Derivatives, and Management, LONDRA, Chapman & Hall/CRC, 2008, pp. 115 - 137 (Financial Mathematics Series) [capitolo di libro]
Umberto Cherubini, Correlation Risk, in: Rischio e Previsione, ROMA, Società Italiana di Statistica, 2007, pp. na - na (atti di: Società Italiana di Statistica, Convegno Intermedio, Venezia, 6-8 Giugno 2007) [atti di convegno-abstract]
