FANELLI, VIVIANA
FANELLI, VIVIANA
DIPARTIMENTO DI ECONOMIA, MANAGEMENT E DIRITTO DELL'IMPRESA
A comparison of models for renewable energy technology diffusion: the non-uniform influence effects
2011-01-01 Fanelli, Viviana; Maddalena, L.
A defaultable HJM modelling of the Libor Rate for pricing Basis Swaps after the credit crunch
2016-01-01 Fanelli, Viviana
A mathematical model for renewable technology diffusion
2011-01-01 Fanelli, Viviana; Maddalena, Lucia
A mathematical model for the diffusion of a new technology ??
2008-01-01 Fanelli, Viviana; Maddalena, L.
A nonlinear dynamic model for credit risk
2016-01-01 Fanelli, Viviana; Maddalena, Lucia
A nonlinear dynamic model for credit risk contagion
2020-01-01 Fanelli, Viviana; Maddalena, Lucia
A stochastic model for constant proportional debt obligations
2009-01-01 Fanelli, Viviana; Musti, S.
A Time Delay Model for a New Technology
2008-01-01 Fanelli, Viviana; Maddalena, L.
A time delay model for the diffusion of a new technology
2012-01-01 Fanelli, Viviana; Lucia, Maddalena
Asian option pricing in the day-ahead electricity market
2016-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana
Commodity-linked Arbitrage Strategies and Portfolio Management
2015-01-01 Fanelli, Viviana
Electricity Market Equilibrium Model with Seasonal Volatilities
2015-01-01 Fanelli, Viviana; Musti, Silvana; Maddalena, Lucia
Electricity Price Modelling with a Regime Switching Volatility
2014-01-01 Fanelli, Viviana; Maddalena, L; Musti, M.
Electricity Price Modelling with a Regime Switching Volatility
2010-01-01 Fanelli, Viviana; Musti, S.
Extending the HJM Model to Risky Libor for Pricing Basis Swaps and Collateralized Derivatives after the Credit Crunch
2012-01-01 Fanelli, Viviana
Financial Modelling in Commodity Markets
2020-01-01 Fanelli, Viviana
Implementazione di un modello di equilibrio per la determinazione del prezzo forward dell’energia elettrica
2012-01-01 Fanelli, Viviana; L., Maddalena; S., Musti
Implications of implicit credit spread volatilities on interest rate modelling
2017-01-01 Fanelli, Viviana
Investigating Statistical Arbitrage in Commodity Markets
2014-01-01 Fanelli, Viviana
Investigating the diffusion of renewable energy technologies in Italy
2012-01-01 Fanelli, Viviana; Maddalena, Lucia; Musti, Silvana