Prof. Umberto Cherubini

University of Bologna, Italy

Email: umberto.cherubini@unibo.it

Qualifications

1988 Ph.D., University of Florence, Economics

1984 M.Sc., New York University, Economics

Publications (Selected)

1. Cherubini, U., & Mulinacci, S. (2025). Implied dividend bounds in option prices: anatomy of two markets. Decisions in Economics and Finance, 1-26.
2. Carr, P., & Cherubini, U. (2024). Option pricing generators. In Peter Carr Gedenkschrift: Research Advances in Mathematical Finance (pp. 179-209).
3. Cherubini, U. (2024, September). Multivariate Security Breach Probability: The Gordon-Loeb Model with Copulas. In International Conference on Computer Safety, Reliability, and Security (pp. 257-265). Cham: Springer Nature Switzerland.
4. Cherubini, U., De Angelis, L., & Neri, P. (2023). 'I'm Stranded': Transition Risk Information in CDS and Options. Available at SSRN 4551442.
5. Cherubini, U., & Neri, P. (2022). Climate Change, Time Deformation and the Term Structure. Time Deformation and the Term Structure (August 16, 2022).
6. Cherubini, U. (2021). Estimating redenomination risk under Gumbel–Hougaard survival copulas. Journal of Economic Dynamics and Control, 133, 104268.
7. Cherubini, U., & Mulinacci, S. (2021). Extensions and distortions of λ-fuzzy measures. Fuzzy Sets and Systems, 412, 27-40.
8. Cherubini, U., & Maffeis, D. (2021). Scommesse razionali, probabilità e informazione. Note di un matematico e di un giurista a un anno dalla Sentenza SS. UU. 8770 del 2020. RIVISTA DI DIRITTO BANCARIO, 2021(3), 473-499.
9. Falco, V., Bianchetti, M., & Cherubini, U. (2020). Moving from IBORs to Alternative Risk Free Rates. Available at SSRN 3757940.
10. Carr, P., & Cherubini, U. (2020). Generalized compounding and growth optimal portfolios: Reconciling kelly and samuelson. Available at SSRN 3529729.
11. Cherubini, U. (2019). The econometrics of redenomination risk. Available at SSRN 3408534.
12. Cherubini, U., & Bianchetti, M. (2019). From IBORs to RFRs: Impacts on Banks' Processes and Procedures.
13. Cherubini, U., & Mulinacci, S. (2017). The Gumbel-Marshall-Olkin distribution. In Copulas and Dependence Models with Applications: Contributions in Honor of Roger B. Nelsen (pp. 21-31). Cham: Springer International Publishing.
14. Cherubini, U., Gobbi, F., & Mulinacci, S. (2016). Convolution copula econometrics (pp. 1-90). Cham: Springer.

Profile Details

WoS ResearcherID: FYY-0107-2022

https://orcid.org/0000-0003-3437-3166

https://www.unibo.it/sitoweb/umberto.cherubini/en

https://scholar.google.com.hk/citations?user=_YsLk8QAAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Umberto-Cherubini