Simone Casellina

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 3

Top Topics

Simulation Model

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Math. Comput. Simul.

Central Eur. J. Oper. Res.

Publications

Simone Casellina, Simone Landini, Mariacristina Uberti
Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach. Commun. Nonlinear Sci. Numer. Simul. 118 (2023)
Alessia Cafferata, Simone Casellina, Simone Landini, Mariacristina Uberti
Financial fragility and credit risk: A simulation model. Commun. Nonlinear Sci. Numer. Simul. 116 (2023)
Simone Landini, Mariacristina Uberti, Simone Casellina
Credit risk migration rates modeling as open systems: A micro-simulation approach. Commun. Nonlinear Sci. Numer. Simul. 58 (2018)
Simone Landini, Mariacristina Uberti, Simone Casellina
Italian mortgage markets and their dynamics. Math. Comput. Simul. 108 (2015)
Mariacristina Uberti, Simone Landini, Simone Casellina
Adjustable and fixed interest rates mortgage markets modelling. Central Eur. J. Oper. Res. 22 (2) (2014)