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Titolo Data di pubblicazione Autore(i) File
TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 1-gen-2013 Cordoni, F.; 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
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
SMALL NOISE EXPANSION FOR THE LÉVY PERTURBED VASICEK MODEL 1-gen-2015 DI PERSIO, Luca; Cordoni, Francesco Giuseppe
Small Noise Asymptotic Expansion for a Infinite Dimensional Stochastic Reaction-Diffusion Forced Van Der Pol Equation 1-gen-2015 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Optimal control of stochastic FitzHugh-Nagumo equation 1-gen-2015 DI PERSIO, Luca; Viorel, Barbu; Cordoni, Francesco Giuseppe
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 1-gen-2015 DI PERSIO, Luca; Cordoni, Francesco Giuseppe
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 1-gen-2016 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 1-gen-2017 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; Oliva, Immacolata
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 1-gen-2017 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 1-gen-2017 DI PERSIO, Luca; Cecchin, A.; Cordoni, Francesco Giuseppe
Gaussian estimates on networks with dynamic stochastic boundary conditions 1-gen-2017 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 1-gen-2018 DI PERSIO, Luca; Cordoni, Francesco Giuseppe
Asymptotic expansion for some local volatility models arising in finance 1-gen-2019 Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
Stochastic systems with memory and jumps 1-gen-2019 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; DI NUNNO, Giulia; Baños, D. R.; Røse, E. E.
A deep learning unsupervised approach for fault diagnosis of household appliances 1-gen-2020 Cordoni, Francesco Giuseppe; Bacchiega, Gianluca; Bondani, Giulio; Radu, Robert; Muradore, Riccardo
A Bank Salvage Model by Impulse Stochastic Controls 1-gen-2020 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
A maximum principle for a stochastic control problem with multiple random terminal times 1-gen-2020 Cordoni, Francesco; Di Persio, Luca
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