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Rosanna Coviello

RC

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Publications

3

Citations

52

H-Index

3

Active since

2006

Affiliations

Laboratoire Analyse, Géométrie et Applications(Current)

Rosanna Coviello is an author at Laboratoire Analyse, Géométrie et Applications specializing in stochastic calculus, asset pricing, and business.

Top concepts

Publications per year

2006–2011

3

Publications

3

Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes

Rosanna Coviello, Francesco Russo · The Annals of Probability · 2007 · 25 citations · Full text

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On stochastic calculus related to financial assets without semimartingales

Rosanna Coviello, Cristina Di Girolami, Francesco Russo · Bulletin des Sciences Mathématiques · 2011 · 17 citations · Full text

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Modeling financial assets without semimartingales

Rosanna Coviello, Francesco Russo · ArXiv.org · 2006 · 10 citations · Full text

, , +12

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