Stefano Marmi

Stefano Marmi

Scuola Normale Superiore di Pisa - Pisa / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1869859
Scuola Normale Superiore
person_outline Stefano Marmi's MOST POPULAR ARTICLES
1-) The Brjuno functions and their regularity properties Communications in Mathematical Physics 186, 265-293, 1997
2-) Analytic linearization of circle diffeomorphisms Dynamical Systems and Small Divisors: Lectures given at the CIME Summer …, 2002
3-) Modelling systemic price cojumps with Hawkes factor models Quantitative Finance 15 (7), 1137-1156, 2015
4-) Analytic linearization of circle diffeomorphismsH Eliasson, S Kuksin, S Marmi, JC Yoccoz, JC YoccozDynamical Systems and Small Divisors: Lectures given at the CIME Summer …, 20021422002
5-) Modelling systemic price cojumps with Hawkes factor modelsG Bormetti, LM Calcagnile, M Treccani, F Corsi, S Marmi, F LilloQuantitative Finance 15 (7), 1137-1156, 20151062015