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Augusto Pianese · Study
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Author
Augusto Pianese
4 works
· latest 2015
· 1 institutions
cluster: provisional
ORCID 0000-0001-6198-4566
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Citations
130
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Most cited in this library
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
2011 · 80 citations
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
2015 · 22 citations
Multifractional processes in finance
2014 · 19 citations
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system
2014 · 9 citations
Works
4 shown
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
Advances in Complex Systems
·
2015
·
3 authors
22
citations
Dynamic immigration control improving inverse old-age dependency ratio in a pay-as-you-go pension system
Decision Support Systems
·
2014
·
3 authors
9
citations
Multifractional processes in finance
Risk and Decision Analysis
·
2014
·
2 authors
·
Open access
19
citations
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
Quantitative Finance
·
2011
·
3 authors
·
Open access
80
citations