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Elisa Nicolato

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Journal Articles

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2017
[j2]
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  - journals/siamfm/NicolatoPS17
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  - https://dblp.org/rec/journals/siamfm/NicolatoPS17
Elisa Nicolato, Camilla Pisani, David Sloth:
The Impact of Jump Distributions on the Implied Volatility of Variance. SIAM J. Financial Math. 8(1): 28-53 (2017)
1999
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  - journals/anor/NicolatoR99
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Elisa Nicolato, Wolfgang J. Runggaldier:
A Bayesian Dynamic Programming approach tooptimal maintenance combined with burn-in. Ann. Oper. Res. 91: 105-122 (1999)

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