| Copula methods in finance U Cherubini John Wiley & Sons google schola 2, 949-956, 2004 | 3131 | 2004 |
| Dynamic copula methods in finance U Cherubini, S Mulinacci, F Gobbi, S Romagnoli John Wiley & Sons, 2011 | 290 | 2011 |
| Bivariate option pricing with copulas U Cherubini, E Luciano Applied Mathematical Finance 9 (2), 69-85, 2002 | 228 | 2002 |
| Value‐at‐risk Trade‐off and Capital Allocation with Copulas U Cherubini, E Luciano Economic notes 30 (2), 235-256, 2001 | 140 | 2001 |
| Intertemporal budget constraint and public debt sustainability: the case of Italy A Baglioni, U Cherubini Applied Economics 25 (2), 275-283, 1993 | 104 | 1993 |
| W. Vecchiato (2004). Copula methods in Finance U Cherubini, E Luciano WileyFinance, West Sussex, England, 2004 | 78 | 2004 |
| Fourier transform methods in finance U Cherubini, G Della Lunga, S Mulinacci, P Rossi John Wiley & Sons, 2010 | 63 | 2010 |
| Fuzzy measures and asset prices: accounting for information ambiguity U Cherubini Applied Mathematical Finance 4 (3), 135-149, 1997 | 61 | 1997 |
| Liquidity and credit risk U Cherubini, GD Lunga Applied Mathematical Finance 8 (2), 79-95, 2001 | 49 | 2001 |
| Counterparty risk in derivatives and collateral policies: the replicating portfolio approach U Cherubini ALM of Financial Institutions. Institutional Investor Books, 2005 | 48 | 2005 |
| A copula-based model of speculative price dynamics in discrete time U Cherubini, S Mulinacci, S Romagnoli Journal of Multivariate Analysis 102 (6), 1047-1063, 2011 | 46 | 2011 |
| Convolution copula econometrics U Cherubini, F Gobbi, S Mulinacci Springer, 2016 | 41 | 2016 |
| Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe A Baglioni, U Cherubini Journal of Economic dynamics and control 37 (8), 1581-1597, 2013 | 40 | 2013 |
| Il rischio finanziario U Cherubini, G Della Lunga McGraw-Hill, 2001 | 37 | 2001 |
| Credit valuation adjustment and wrong way risk U Cherubini Quantitative Finance Letters 1 (1), 9-15, 2013 | 36 | 2013 |
| Fuzzy value‐at‐risk: accounting for market liquidity U Cherubini, G Della Lunga Economic Notes 30 (2), 293-312, 2001 | 36 | 2001 |
| Structured Finance: The Object Oriented Approach U Cherubini, G Della Lunga John Wiley & Sons, 2007 | 31 | 2007 |
| Pricing vulnerable options with copulas U Cherubini, E Luciano The Journal of Risk Finance 5 (1), 27-39, 2003 | 30 | 2003 |
| On the distribution of the (un) bounded sum of random variables U Cherubini, S Mulinacci, S Romagnoli Insurance: Mathematics and Economics 48 (1), 56-63, 2011 | 29 | 2011 |
| The dependence structure of running maxima and minima: results and option pricing applications U Cherubini, S Romagnoli Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 28 | 2010 |
Sabrina MulinacciDepartment of Statistics, University of Bologna在 unibo.it 的电子邮件经过验证
