DI PERSIO, Luca

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Titolo Data di pubblicazione Autore(i) File
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
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
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
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements 1-gen-2016 DI PERSIO, Luca; Honchar, Oleksandr
Artificial Neural Networks architectures for stock price prediction: comparisons and applications 1-gen-2016 DI PERSIO, Luca; Honchar, Oleksandr
Asymptotic expansion for some local volatility models arising in finance 1-gen-2019 Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes 1-gen-2018 Bezborodov, V.; Di Persio, L.; Krueger, T.; Lebid, M.; Ozański, T.
Autoregressive approaches to import–export time series I: basic techniques 1-gen-2015 DI PERSIO, Luca
Autoregressive approaches to import–export time series II: a concrete case study 1-gen-2015 DI PERSIO, Luca
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Backward Stochastic Differential Equations driven by Lévy noise with applications in Finance 1-gen-2013 DI PERSIO, Luca; Elena, Scandola
BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATION APPROACH TO STOCHASTIC DIFFERENTIAL UTILITY 1-gen-2014 DI PERSIO, Luca
A Bank Salvage Model by Impulse Stochastic Controls 1-gen-2020 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
Bayesian Approach to Energy Load Forecast with Neural Networks 1-gen-2020 Di Persio, Luca; Honchar, Oleksandr
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks 1-gen-2021 Cordoni, Francesco; 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