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Publications by Damiano Brigo
The Multivariate Mixture Dynamics: Consistent No-Arbitrage Single-Asset and Index Volatility Smiles
IISE Transactions
Industrial
Manufacturing Engineering
Consistent Iterated Simulation of Multivariate Defaults: Markov Indicators, Lack of Memory, Extreme-Value Copulas, and the Marshall–Olkin Distribution
New Families of Copulas Based on Periodic Functions
Communications in Statistics - Theory and Methods
Statistics
Probability
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A Family of Calabi-Yau Varieties and Potential Automorphy
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The Phylogenetic Kantorovich-Rubinstein Metric for Environmental Sequence Samples
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Bayesian Regularization of the Length of Memory in Reversible Sequences
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