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Publications

by members of

Dipartimento di Scienze Aziendali
Università degli Studi di Bergamo
Bergamo, Italy

(Department of Management Sciences, University of Bergamo)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024. "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series 24-01, Department of Economics at the University of Luxembourg.

2017

  1. Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2017. "Inference in Conditional Moment Restriction Models when there is Selection due to Stratification," DEM Discussion Paper Series 17-20, Department of Economics at the University of Luxembourg.

2016

  1. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2016. "Early exercise decision in American options with dividends, stochastic volatility and jumps," Papers 1612.03031, arXiv.org.

2012

  1. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2012. "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series 12-26, Swiss Finance Institute.

2009

  1. Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009. "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series 09-05, Luxembourg School of Finance, University of Luxembourg.

2006

  1. COSMA, Antonio & GALLI, Fausto, 2006. "A nonparametric ACD model," LIDAM Discussion Papers CORE 2006067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

2005

  1. Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005. "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series rp144, International Center for Financial Asset Management and Engineering.

Journal articles

2020

  1. Cosma, Antonio & Galluccio, Stefano & Pederzoli, Paola & Scaillet, Olivier, 2020. "Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(1), pages 331-356, February.

2010

  1. Beine, Michel & Cosma, Antonio & Vermeulen, Robert, 2010. "The dark side of global integration: Increasing tail dependence," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 184-192, January.

Chapters

2019

  1. Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi, 2019. "Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 137-171, Emerald Group Publishing Limited.

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