Silvia Facchinetti

According to our database, Silvia Facchinetti authored at least 3 papers between 2018 and 2022.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2022

Black's model in a negative interest rate environment, with application to OTC derivatives.

Riccardo Bramante, Gimmi Dallago, Silvia Facchinetti

Comput. Manag. Sci., 2022

2019

Online detection of financial time series peaks and troughs: A probability-based approach.

Riccardo Bramante, Silvia Facchinetti, Diego Zappa

Stat. Anal. Data Min., 2019

2018

A risk index for ordinal variables and its statistical properties: A priority of intervention indicator in quality control framework.

Silvia Facchinetti, Silvia Angela Osmetti

Qual. Reliab. Eng. Int., 2018