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Information on didactic, research and institutional assignments on this page are certified by the University; more information, prepared by the professor, are available on the personal web page and in the curriculum vitae indicated on this webpage.
Information on professor
ProfessorRroji Edit
QualificationUntenured researcher legge 240/10 (not active)
Belonging DepartmentDipartimento di Matematica
Scientific-Disciplinary SectorSECS-S/06 - Mathematical Methods Of Economics, Finance And Actuarial Sciences
OrcIDhttps://orcid.org/0000-0002-8663-2118

Data source: RE.PUBLIC@POLIMI - Research Publications at Politecnico di Milano

List of publications and reserach products for the year 2020
No product yet registered in the year 2020


List of publications and reserach products for the year 2019
No product yet registered in the year 2019


List of publications and reserach products for the year 2018 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Contributions on scientific books
Some empirical evidence on the need of more advanced approaches in mortality modeling (Show >>)
VIX computation based on affine stochastic volatility models in discrete time (Show >>)
Journal Articles
Discrete-Time Approximation of a Cogarch(p,q) Model and its Estimation (Show >>)
Implicit expectiles and measures of implied volatility (Show >>)
On properties of the MixedTS distribution and its multivariate extension (Show >>)
Option pricing in an exponential MixedTS Lévy process (Show >>)
Risk parity for Mixed Tempered Stable distributed sources of risk (Show >>)
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization (Show >>)


List of publications and reserach products for the year 2017 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Journal Articles
COGARCH(p, q): Simulation and inference with the yuima package (Show >>)


List of publications and reserach products for the year 2016 (Show all details | Hide all details)
Type Title of the Publicaiton/Product
Contributions on scientific books
On multivariate extensions of the Mixed Tempered Stable distribution (Show >>)
manifesti v. 3.4.7 / 3.4.7
Area Servizi ICT
04/12/2020