DI PERSIO, Luca
DI PERSIO, Luca
DIPARTIMENTO DI INFORMATICA
A Bank Salvage Model by Impulse Stochastic Controls
2020-01-01 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
A Brownian–Markov stochastic model for cart-like wheeled mobile robots
2023-01-01 Vesentini, Federico; DI PERSIO, Luca; Muradore, Riccardo
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
2016-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A change of measure formula for recursive conditional expectations
2024-01-01 Di Persio, Luca; Gnoatto, Alessandro; Patacca, Marco
A Class of Lévy Driven SDEs and their Explicit Invariant Measures
2016-01-01 DI PERSIO, Luca; Albverio, Sergio; Mastrogiacomo, Elisa; Boubaker, Smii
A lending scheme for a system of interconnected banks with probabilistic constraints of failure
2020-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca; Prezioso, Luca
A maximum principle for a stochastic control problem with multiple random terminal times
2020-01-01 Cordoni, Francesco; Di Persio, Luca
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; Oliva, Immacolata
A quantization approach to the counterparty credit exposure estimation
2020-01-01 Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata
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
A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks
2023-01-01 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
2020-01-01 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
2020-01-01 Cordoni, Francesco Giuseppe; DI PERSIO, Luca; Maticiuc, Lucian; Zalinescu, Adrian
An Ambit Stochastic Approach to Pricing Electricity Forward Contracts: The Case of the German Energy Market
2015-01-01 DI PERSIO, Luca; Perin, Isacco
AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS
2015-01-01 DI PERSIO, Luca; Oliva, Immacolata
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
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
2013-01-01 Carlo, Marinelli; DI PERSIO, Luca; Giacomo, Ziglio
Artificial Neural Networks Approach to the Forecast of Stock Market Price Movements
2016-01-01 DI PERSIO, Luca; Honchar, Oleksandr
Artificial Neural Networks architectures for stock price prediction: comparisons and applications
2016-01-01 DI PERSIO, Luca; Honchar, Oleksandr
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; Pellegrini, Gregorio