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2023
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2023
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2022
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The European Physical Journal Plus,
2021
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Maximum likelihood estimation for sub-fractional Vasicek model
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2021
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Maximum likelihood estimation in the non-ergodic fractional Vasicek model
Modern Stochastics: Theory and Applications,
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The First Outstanding 50 Years of “Università Politecnica delle Marche”
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Journal of Systems Science and Complexity,
2017
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Pricing credit default swap with contagious risk and simulation
Journal of Shanghai Jiaotong University (Science),
2016
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A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
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Journal of Mathematical Finance,
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CDS pricing with long memory via fractional Lévy processes
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