| Option pricing when correlations are stochastic: an analytical framework J Da Fonseca, M Grasselli, C Tebaldi Review of Derivatives Research 10 (2), 151-180, 2007 | 231 | 2007 |
| A multifactor volatility Heston model J Da Fonseca, M Grasselli, C Tebaldi Quantitative Finance 8 (6), 591-604, 2008 | 225 | 2008 |
| Multifractal scaling in the Bak-Tang-Wiesenfeld sandpile and edge events C Tebaldi, M De Menech, AL Stella Physical review letters 83 (19), 3952, 1999 | 216 | 1999 |
| Rare events and breakdown of simple scaling in the Abelian sandpile model M De Menech, AL Stella, C Tebaldi Physical Review E 58 (3), R2677, 1998 | 144 | 1998 |
| Solvable affine term structure models M Grasselli, C Tebaldi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 139 | 2008 |
| Long-run risk and the persistence of consumption shocks F Ortu, A Tamoni, C Tebaldi The Review of Financial Studies 26 (11), 2876-2915, 2013 | 121 | 2013 |
| The scale of predictability FM Bandi, B Perron, A Tamoni, C Tebaldi Journal of Econometrics 208 (1), 120-140, 2019 | 94 | 2019 |
| Illiquid assets and optimal portfolio choice ES Schwartz, C Tebaldi National Bureau of Economic Research, 2006 | 84 | 2006 |
| The price of the smile and variance risk premia PH Gruber, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2015 | 79* | 2015 |
| Star-shaped risk measures E Castagnoli, G Cattelan, F Maccheroni, C Tebaldi, R Wang Operations Research 70 (5), 2637-2654, 2022 | 38 | 2022 |
| A persistence‐based Wold‐type decomposition for stationary time series F Ortu, F Severino, A Tamoni, C Tebaldi Quantitative Economics 11 (1), 203-230, 2020 | 28 | 2020 |
| Levered returns and capital structure imbalances F Ippolito, R Steri, C Tebaldi, A Villa FRB of Chicago Working Paper, 2022 | 26* | 2022 |
| Self-organized critical scaling at surfaces AL Stella, C Tebaldi, G Caldarelli Physical Review E 52 (1), 72, 1995 | 22 | 1995 |
| A multivariate model of strategic asset allocation with longevity risk E Bisetti, CA Favero, G Nocera, C Tebaldi Journal of Financial and Quantitative Analysis 52 (5), 2251-2275, 2017 | 17 | 2017 |
| Financial Contagion in Network Economies and Asset Prices A Buraschi, C Tebaldi Management Science, 2023 | 15* | 2023 |
| Hedging using simulation: a least squares approach C Tebaldi Journal of Economic Dynamics and Control 29 (8), 1287-1312, 2005 | 14 | 2005 |
| Consumer protection and the design of the default option of a pan-European pension product A Berardi, C Tebaldi, F Trojani Swiss Finance Institute Research Paper, 2018 | 13 | 2018 |
| Branching processes and evolution at the ends of a food chain G Caldarelli, C Tebaldi, AL Stella Physical review letters 76 (26), 4983, 1996 | 13 | 1996 |
| Self-organized criticality in economic fluctuations: The age of maturity C Tebaldi Frontiers in Physics 8, 616408, 2021 | 11 | 2021 |
| Stochastic Jacobian and Riccati ODE in affine term structure models M Grasselli, C Tebaldi Decisions in Economics and Finance 30, 95-108, 2007 | 6 | 2007 |
Martino GrasselliUniversità di Padova and Devinci Research Center, Paris la Defense在 math.unipd.it 的电子邮件经过验证
