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Emilio Barucci
Emilio Barucci
Professore di finanza matematica, Politecnico di Milano
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Cited by
Cited by
Year
Some results on partial differential equations and Asian options
E Barucci, S Polidoro, V Vespri
Mathematical Models and Methods in Applied Sciences 11 (03), 475-497, 2001
1862001
Financial markets theory
E Barucci, C Fontana
Springer-Verlag, 2003
1392003
Monetary integration, markets and regulation
E Barucci, C Impenna, R Renò
Research in Banking and Finance,(4), 2003
1352003
On measuring volatility and the GARCH forecasting performance
E Barucci, R Reno
Journal of International Financial Markets, Institutions and Money 12 (3 …, 2002
1342002
On measuring volatility of diffusion processes with high frequency data
E Barucci, R Reno
Economics Letters 74 (3), 371-378, 2002
942002
Technology adoption and accumulation in a vintage-capital model
E Barucci, F Gozzi
Journal of economics 74, 1-38, 2001
822001
Dynamic capital structure and the contingent capital option
E Barucci, L Del Viva
Annals of Finance 9, 337-364, 2013
652013
Le privatizzazioni in Italia
E Barucci, F Pierobon
carocci, 2007
642007
Investment in a vintage capital model
E Barucci, F Gozzi
Research in Economics 52 (2), 159-188, 1998
631998
Determinants of corporate governance in the Italian financial market
E Barucci, J Falini
Economic Notes 34 (3), 371-405, 2005
542005
Mercato dei capitali e corporate governance
E Barucci
carocci, 2006
412006
Incentive compatibility constraints and dynamic programming in continuous time
E Barucci, F Gozzi, A Świȩch
Journal of mathematical economics 34 (4), 471-508, 2000
412000
Bank shareholding and lending: Complementarity or substitution? Some evidence from a panel of large Italian firms
E Barucci, F Mattesini
Journal of Banking & Finance 32 (10), 2237-2247, 2008
402008
Countercyclical contingent capital
E Barucci, L Del Viva
Journal of Banking & Finance 36 (6), 1688-1709, 2012
392012
Exponentially fading memory learning in forward-looking economic models
E Barucci
Journal of Economic Dynamics and Control 24 (5-7), 1027-1046, 2000
372000
Asset pricing with a forward–backward stochastic differential utility
F Antonelli, E Barucci, ME Mancino
Economics Letters 72 (2), 151-157, 2001
352001
Optimal investment, stochastic labor income and retirement
E Barucci, D Marazzina
Applied Mathematics and Computation 218 (9), 5588-5604, 2012
342012
A comparison result for FBSDE with applications to decisions theory
F Antonelli, E Barucci, ME Mancino
Mathematical methods of operations research 54, 407-423, 2001
342001
Heterogeneous beliefs and learning in forward looking economic models*
E Barucci
Journal of Evolutionary Economics 9, 453-464, 1999
341999
The price‐volatility feedback rate: an implementable mathematical indicator of market stability
E Barucci, P Malliavin, ME Mancino, R Renò, A Thalmaier
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003
332003
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