2 citations · 3 across the 4 of their papers we have counts for
4 papers
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
Giulia Livieri, Davide Radi, Elia Smaniotto
Transition risk can be defined as the business-risk related to the enactment of green policies, aimed at driving the society towards a sustainable and low-carbon economy. In partic…
Insights on the Theory of Robust Games
Giovanni Paolo Crespi, Davide Radi, Matteo Rocca
A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst…
Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics
Fabio Dercole, Davide Radi
This paper investigates the effects of the "uptick rule" (a short selling regulation formally known as rule 10a-1) by means of a simple stock market model, based on the ARED (adapt…
Remarks on the paper "Non-existence of Shilnikov chaos in continuous-time systems"
L. Gardini, D. Radi
The present note refers to a result proposed in [Elhadj and Sprott, 2012], and shows that the Theorem therein is not correct. We explain that a proof of that Theorem cannot be give…