DI PERSIO, Luca

DI PERSIO, Luca  

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Titolo Data di pubblicazione Autore(i) File
A Bank Salvage Model by Impulse Stochastic Controls 1-gen-2020 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
A Brownian–Markov stochastic model for cart-like wheeled mobile robots 1-gen-2023 Vesentini, Federico; DI PERSIO, Luca; Muradore, Riccardo
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization 1-gen-2016 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A Class of Lévy Driven SDEs and their Explicit Invariant Measures 1-gen-2016 DI PERSIO, Luca; Albverio, Sergio; Mastrogiacomo, Elisa; Boubaker, Smii
A discrete trinomial model for the birth and death of stock financial bubbles 1-gen-2017 Di Persio, Luca; Guida, Francesco
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 1-gen-2020 Cordoni, Francesco Giuseppe; Di Persio, Luca; Prezioso, Luca
A maximum principle for a stochastic control problem with multiple random terminal times 1-gen-2020 Cordoni, Francesco; 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
A quantization approach to the counterparty credit exposure estimation 1-gen-2020 Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata
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
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks 1-gen-2023 DI PERSIO, Luca; Prezioso, Luca; Jiang, Yilun
A Shape Theorem for a One-Dimensional Growing Particle System with a Bounded Number of Occupants per Site 1-gen-2020 Bezborodov, V; Di Persio, L; Krueger, T
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 1-gen-2020 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Maticiuc, Lucian; Zalinescu, Adrian
A variable stochastic admittance control framework with energy tank 1-gen-2020 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Muradore, Riccardo
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance 1-gen-2018 DI PERSIO, Luca; Prezioso, Luca
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market 1-gen-2015 DI PERSIO, Luca; Perin, Isacco
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS 1-gen-2015 DI PERSIO, Luca; Oliva, Immacolata
Analysis of recurrent neural networks for short-term energy load forecasting 1-gen-2017 Di Persio, Luca; Honchar, Oleksandr
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
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps 1-gen-2013 Carlo, Marinelli; DI PERSIO, Luca; Giacomo, Ziglio