☰

Luca Vidozzi, Ph.D.

Affiliations: 
2009 Illinois Institute of Technology, Chicago, IL, United States 
Area:
Mathematics
Google:
"Luca Vidozzi"
Tree Publications Similar researchers PubMed Report error

Parents

Sign in to add mentor
Tomasz R. Bielecki grad student 2009 Illinois Institute of Technology
 (Two essays on multivariate stochastic processes and applications to credit risk modeling.)

Children

Sign in to add trainee

Collaborators

Sign in to add collaborator
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Bielecki T, Vidozzi A, Vidozzi L. (2008) A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds Journal of Credit Risk. 4: 47-76
Bielecki TR, Jakubowski J, Vidozzi A, et al. (2008) Study of dependence for some stochastic processes Stochastic Analysis and Applications. 26: 903-924
See more...