CORDONI, Francesco Giuseppe

CORDONI, Francesco Giuseppe  

DIPARTIMENTO DI INFORMATICA  

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Titolo Data di pubblicazione Autore(i) File
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
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A Bank Salvage Model by Impulse Stochastic Controls 1-gen-2020 Cordoni, Francesco; Di Persio, Luca; Jiang, Yilun
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
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
Discrete stochastic port-Hamiltonian systems 1-gen-2022 Cordoni, Francesco Giuseppe; Di Persio, Luca; Muradore, Riccardo
FIRST ORDER CORRECTION FOR THE CHARACTERISTIC FUNCTION OF A MULTIDIMENSIONAL AND MULTISCALE STOCHASTIC VOLATILITY MODEL 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
Gaussian estimates on networks with dynamic stochastic boundary conditions 1-gen-2017 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
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 lending scheme for a system of interconnected banks with probabilistic constraints of failure 1-gen-2020 Cordoni, Francesco Giuseppe; Di Persio, Luca; Prezioso, Luca
LIE SYMMETRY APPROACH TO THE CEV MODEL 1-gen-2014 Cordoni, Francesco Giuseppe; DI PERSIO, Luca
A maximum principle for a stochastic control problem with multiple random terminal times 1-gen-2020 Cordoni, Francesco; Di Persio, Luca
A multi–modal unsupervised fault detection system based on power signals and thermal imaging via deep AutoEncoder neural network 1-gen-2022 Cordoni, Francesco; Bacchiega, Gianluca; Bondani, Giulio; Radu, Robert; Muradore, Riccardo
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 1-gen-2017 DI PERSIO, Luca; Cordoni, Francesco Giuseppe; Oliva, Immacolata
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 1-gen-2017 DI PERSIO, Luca; Cecchin, A.; Cordoni, Francesco Giuseppe
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 1-gen-2018 DI PERSIO, Luca; Cordoni, Francesco Giuseppe
Optimal control of stochastic FitzHugh-Nagumo equation 1-gen-2015 DI PERSIO, Luca; Viorel, Barbu; 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