Sfoglia per Autore
A rigorous approach to the Feynman-Vernon influence functional and its applications. I
2007-01-01 Sergio, Albeverio; Laura, Cattaneo; DI PERSIO, Luca; Sonia, Mazzucchi
Local invariants for a finite multipartite quantum system
2007-01-01 Sergio, Albeverio; Laura, Cattaneo; DI PERSIO, Luca
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media.
2010-01-01 DI PERSIO, Luca
Some stochastic dynamical models in neurobiology: recent developments
2011-01-01 Sergio, Albeverio; DI PERSIO, Luca
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity
2011-01-01 Sergio, Albeverio; DI PERSIO, Luca; Elisa, Mastrogiacomo
Gaussian estimates on networks with applications to optimal control
2011-01-01 Giacomo, Ziglio; DI PERSIO, Luca
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING
2013-01-01 Cordoni, F.; DI PERSIO, Luca
Invariant measures for stochastic differential equations on networks
2013-01-01 Albeverio, Sergio; DI PERSIO, Luca; Mastrogiacomo, Elisa
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance
2013-01-01 DI PERSIO, Luca; Elena, Scandola
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
2013-01-01 Carlo, Marinelli; DI PERSIO, Luca; Giacomo, Ziglio
Multivariate Option Pricing with Pair-Copulas
2014-01-01 Anna, Barban; DI PERSIO, Luca
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks
2014-01-01 DI PERSIO, Luca; Samuele, Vettori
LIE SYMMETRY APPROACH TO THE CEV MODEL
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY
2014-01-01 DI PERSIO, Luca
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results
2014-01-01 DI PERSIO, Luca; Michele, Marchesan
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX
2014-01-01 DI PERSIO, Luca; Samuele, Vettori
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model
2014-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS
2014-01-01 C., Benazzoli; DI PERSIO, Luca
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