7,549 research outputs found
Giovanni Bellini a Vicenza
Contestualizzazione della commissione del Battesimo di Cristo di Giovanni Bellini in Santa Corona
Option pricing in a conditional bilateral gamma model
We propose a conditional Bilateral Gamma model, in which the shape parameters of the Bilateral Gamma distribution have a Garch-like dynamics. After risk neutralization by means of a Bilateral Esscher Transform, the model admits a recursive procedure for the computation of the characteristic function of the underlying at maturity, à la Heston and Nandi (2000). We compare the calibration performance on SPX options with the models of Heston and Nandi (2000), Christoffersen, Heston and Jacobs (2006) and with a Dynamic Variance Gamma model introduced in Mercuri and Bellini (2011), obtaining promising result
Cadeau de noces : rêverie-valse : [pour piano] / par F. Bellini
Titre uniforme : Bellini, Francesco (18..-19.. ; compositeur). Compositeur. [Cadeau de noces. Piano]Valses (piano) -- +* 1900......- 1999......+:20e siècle:Piano, Musique de -- +* 1900......- 1999......+:20e siècle
FIGURE 8A–F in Taxonomic revision of Brazilian genus Tyrannoseira Bellini & Zeppelini, 2011 (Collembola, Entomobryidae, Seirinae)
FIGURE 8A–F. Tyrannoseira raptora: head; A, apex of Ant IV; B, Ant III apical organ (lateral face); C, cephalic dorsal chaetotaxy (left face); D, chaetotaxy of the clypeus, prelabrum and labrum; E, labral papillae.Published as part of Cipola, Nikolas Gioia, Morais, José Wellington De, Godeiro, Nerivania Nunes & Bellini, Bruno Cavalcante, 2019, Taxonomic revision of Brazilian genus Tyrannoseira Bellini & Zeppelini, 2011 (Collembola, Entomobryidae, Seirinae), pp. 201-248 in Zootaxa 4586 (2) on page 212, DOI: 10.11646/zootaxa.4586.2.1, http://zenodo.org/record/264436
Risk measures with the CxLS property
In the present contribution, we characterise law determined convex risk
measures that have convex level sets at the level of distributions. By relaxing the assumptions in Weber (Math. Finance 16:419–441, 2006), we show that these risk measures can be identified with a class of generalised shortfall risk measures. As a direct consequence, we are able to extend the results in Ziegel (Math. Finance, 2014, http://onlinelibrary.wiley.com/doi/10.1111/mafi.12080/abstract) and Bellini and Bignozzi (Quant. Finance 15:725–733, 2014) on convex elicitable risk measures and confirm that expectiles are the only elicitable coherent risk measures. Further, we provide a simple characterisation of robustness for convex risk measures in terms of a weak notion of mixture continuity
Circa 1500: Giovanni Bellini al passar del secolo
Le vicende storico artistich, il restauro, le analisi e la storia conservativa del "Battesimo di Cristo" di Giovanni Bellini conservato a Vicenza, nella chiesa di Santa Coron
Alice : valse : [pour piano] / par F. Bellini ; [ill. par] P. Borie
Titre uniforme : Bellini, Francesco (18..-19.. ; compositeur). Compositeur. [Alice. Piano]Valses (piano) -- +* 1800......- 1899......+:19e siècle:Piano, Musique de -- +* 1800......- 1899......+:19e siècle
The daily diary and the questionnaire are not equivalent for the evaluation of bowel habits
COLLABORATOR ITALIAN CONSTIPATION STUDY GROUP:
Bellini M, Biagi S, Costa F, De Bortoli N, Gambaccini D, Mammini C, Mumolo MG, Ricchiuti A, Marchi S, Bove A, Balzano A, Sormani MP, Bruzzi P, Battaglia E, Niola P, Verna C, Grassini M, Bocchini R, Cimatti M, Fornasari L, Montaletti I, Pazzi P, Alduini P, Berni I, Ceccarelli G, Bassotti G, Corazzi N, Morozzi B, Viegas LB, Pucciani F, Giani I, Ringressi N
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