4
H index
2
i10 index
52
Citations
Sabrina Mulinacci : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 14 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sabrina Mulinacci. | Is cited by:
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Main data
Where Sabrina Mulinacci has published?
| Journals with more than one article published | # docs |
|---|---|
| Methodology and Computing in Applied Probability | 3 |
| Finance and Stochastics | 2 |
| Insurance: Mathematics and Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
Recent works citing Sabrina Mulinacci (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China. (2025). Wang, Yujing ; Li, Ping ; Lei, Ziqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001020. Full description at Econpapers || Download paper |
| 2024 | Dependent censoring with simultaneous death times based on the Generalized Marshall–Olkin model. (2024). Helali, Salima ; Escobar-Bach, Mikael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x2400054x. Full description at Econpapers || Download paper |
| 2024 | Functional central limit theorems for rough volatility. (2024). Horvath, Blanka ; Jacquier, Antoine ; Sojmark, Andreas ; Muguruza, Aitor. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122848. Full description at Econpapers || Download paper |
| 2024 | Optimal liquidation policies of redeemable shares. (2024). Battauz, Anna ; Rotondi, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00526-x. Full description at Econpapers || Download paper |
| 2025 | American options with liquidation penalties. (2025). Sbuelz, Alessandro ; Donno, Marzia ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:1:d:10.1007_s10287-025-00533-6. Full description at Econpapers || Download paper |
| 2025 | American options with acceleration clauses. (2025). Battauz, Anna ; Staffolani, Sara. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00446-0. Full description at Econpapers || Download paper |
| 2024 | Functional central limit theorems for rough volatility. (2024). Horvath, Blanka ; Jacquier, Antoine ; Sojmark, Andreas ; Muguruza, Aitor. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:3:d:10.1007_s00780-024-00533-5. Full description at Econpapers || Download paper |
Works by Sabrina Mulinacci:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Archimedean-based Marshall-Olkin Distributions and Related Copula Functions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Systemic Risk with Exchangeable Contagion: Application to the European Banking System In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Granger Independent Martingale Processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A systemic shock model for too big to fail financial institutions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A lattice model with incomplete information: A credit risk application In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
| 2019 | JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2021 | Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | On the distribution of the (un)bounded sum of random variables In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | A copula-based model of speculative price dynamics in discrete time In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 10 |
| 1996 | An approximation of American option prices in a jump-diffusion model In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 8 |
| 2022 | New characterizations of bivariate discrete Schur-constant models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2023 | Time-varying dependence and currency tail risk during the Covid-19 pandemic In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | The efficient hedging problem for American options In: Finance and Stochastics. [Full Text][Citation analysis] | article | 3 |
| 1998 | Functional convergence of Snell envelopes: Applications to American options approximations In: Finance and Stochastics. [Full Text][Citation analysis] | article | 15 |
| 2018 | Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 6 |
| 2021 | Hierarchical Archimedean Dependence in Common Shock Models In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
| 2022 | A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
| 2020 | Mixing and moments properties of a non-stationary copula-based Markov process In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team