Flavia Barsotti

Identifiers

• name variant Flavia Barsotti 0.60 · backfill

Papers (4)

1. Asymptotic Static Hedge via Symmetrization q-fin.PR · 2018 · author #2
2. The Value of Timing Risk q-fin.PR · 2017 · author #2
3. Hypothesis testing for markovian models with random time observations math.ST · 2015 · author #1
4. Estimating the transition matrix of a Markov chain observed at random times math.ST · 2014 · author #1

Mentions

• 1505.06101 #1 · backfill · confidence 0.70 Flavia Barsotti
• 1405.0384 #1 · backfill · confidence 0.70 Flavia Barsotti

Frequent Coauthors

• Jiro Akahori 2 shared papers
• Paul Rochet (LMJL) 2 shared papers
• Yuri Imamura 2 shared papers
• Anne Philippe (LMJL) 1 shared papers
• Thibault Espinasse (ICJ) 1 shared papers
• Yohann de Castro (LM-Orsay) 1 shared papers