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Mostrati risultati da 1 a 20 di 110
Titolo Data di pubblicazione Autore(i) File
Local invariants for a finite multipartite quantum system 1-gen-2007 Sergio, Albeverio; Laura, Cattaneo; DI PERSIO, Luca
A rigorous approach to the Feynman-Vernon influence functional and its applications. I 1-gen-2007 Sergio, Albeverio; Laura, Cattaneo; DI PERSIO, Luca; Sonia, Mazzucchi
Anomalous behaviour of the correction to the central limit theorem for a model of random walk in random media. 1-gen-2010 DI PERSIO, Luca
Some stochastic dynamical models in neurobiology: recent developments 1-gen-2011 Sergio, Albeverio; DI PERSIO, Luca
Gaussian estimates on networks with applications to optimal control 1-gen-2011 Giacomo, Ziglio; DI PERSIO, Luca
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity 1-gen-2011 Sergio, Albeverio; DI PERSIO, Luca; Elisa, Mastrogiacomo
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 1-gen-2013 DI PERSIO, Luca; Elena, Scandola
Invariant measures for stochastic differential equations on networks 1-gen-2013 Albeverio, Sergio; DI PERSIO, Luca; Mastrogiacomo, Elisa
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 1-gen-2013 Cordoni, F.; DI PERSIO, Luca
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 1-gen-2013 Carlo, Marinelli; DI PERSIO, Luca; Giacomo, Ziglio
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 1-gen-2014 DI PERSIO, Luca
Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results 1-gen-2014 DI PERSIO, Luca; Michele, Marchesan
Multivariate Option Pricing with Pair-Copulas 1-gen-2014 Anna, Barban; DI PERSIO, Luca
Explicit Solutions for Optimal Insurance Problems in Regime Switching Frameworks 1-gen-2014 DI PERSIO, Luca; Samuele, Vettori
OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS 1-gen-2014 C., Benazzoli; DI PERSIO, Luca
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
LIE SYMMETRY APPROACH TO THE CEV MODEL 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX 1-gen-2014 DI PERSIO, Luca; Samuele, Vettori
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Mostrati risultati da 1 a 20 di 110
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