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Roberto Marfè

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Personal Details

First Name:Roberto
Middle Name:
Last Name:Marfè
Suffix:
RePEc Short-ID:pma1377
Email:
Homepage:http://robertomarfe.altervista.org/
Postal Address:
Phone:
(in no particular order)
Location: Lausanne, Switzerland
Homepage: http://www.hec.unil.ch/ibf/
Email:
Phone: +41-21-692.33.84
Fax: +41 21 692 34 35
Postal: Route de Chavannes 33, 1007 Lausanne
Handle: RePEc:edi:ibflsch (more details at EDIRC)
Location: Genève/Zürich, Switzerland
Homepage: http://www.swissfinanceinstitute.ch/
Email:
Phone: 41 22 / 312 09 61
Fax: 41 22 / 312 10 26
Postal: 40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
Handle: RePEc:edi:fameech (more details at EDIRC)
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  1. Roberto Marfè, 2012. "A Multivariate Pure-Jump Model With Multi-Factorial Dependence Structure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1250028-1-1.
  2. Roberto Marf�, 2012. "A generalized variance gamma process for financial applications," Quantitative Finance, Taylor & Francis Journals, vol. 12(1), pages 75-87, June.
  3. Roberto Marfè, 2011. "Multivariate Lévy processes with dependent jump intensity," Quantitative Finance, Taylor & Francis Journals, vol. 14(8), pages 1383-1398, July.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (2) 2015-05-16 2015-05-22. Author is listed
  2. NEP-IAS: Insurance Economics (1) 2015-05-22. Author is listed
  3. NEP-MAC: Macroeconomics (1) 2015-05-22. Author is listed

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