Elisa Luciano

Elisa Luciano

Università degli Studi di Torino - Torino / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1793174
University of Turin
person_outline Elisa Luciano's MOST POPULAR ARTICLES
1-) Copula methods in financeU Cherubini, E Luciano, W VecchiatoJohn Wiley & Sons, 200429312004
2-) An exact solution to a dynamic portfolio choice problem under transactions costsB Dumas, E LucianoThe Journal of Finance 46 (2), 577-595, 19915391991
3-) A multivariate jump-driven financial asset modelE Luciano, W SchoutensQuantitative finance 6 (5), 385-402, 20062292006
4-) Bivariate option pricing with copulasU Cherubini, E LucianoApplied Mathematical Finance 9 (2), 69-85, 20022332002
5-) Non mean reverting affine processes for stochastic mortalityE Luciano, E VignaICER Applied Mathematics Working Paper, 20051402005