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Mostrati risultati da 21 a 40 di 57
Titolo Autore(i) Anno Periodico Editore Tipo File
Introduction to Lévy processes A. Pascucci; R. Agliardi 2011-01-01 - Springer Verlag 2.01 Capitolo / saggio in libro -
On some boundary-value problems for second order PDEs arising in Finance Agliardi R.; Popivanov P.; Slavova A. 2011-01-01 COMPTES RENDUS DE L'ACADÉMIE BULGARE DES SCIENCES - 1.01 Articolo in rivista -
A general method for pricing European exotic options under Lévy processes Agliardi R. 2011-01-01 INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES - 1.01 Articolo in rivista -
A stochastic dominance approach to sovereign risk E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou 2011-01-01 - E. Badolati 2.01 Capitolo / saggio in libro -
A comprehensive option pricing formula in a Lévy framework R. Agliardi 2011-01-01 - Libellula Edizioni 2.01 Capitolo / saggio in libro -
A comprehensive structural model for defaultable fixed-income bonds Agliardi R. 2011-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
An application of fuzzy methods to evaluate a patent under the chance of litigation Agliardi E.; Agliardi R. 2011-01-01 EXPERT SYSTEMS WITH APPLICATIONS - 1.01 Articolo in rivista -
Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type Agliardi R.; Popivanov P.; Slavova A. 2011-01-01 NONLINEAR ANALYSIS: REAL WORLD APPLICATIONS - 1.01 Articolo in rivista -
Bond pricing under imprecise information Agliardi E.; Agliardi R. 2011-01-01 OPERATIONAL RESEARCH - 1.01 Articolo in rivista -
Option pricing under some Lévy-like stochastic processes Agliardi R. 2011-01-01 APPLIED MATHEMATICS LETTERS - 1.01 Articolo in rivista -
A comprehensive mathematical approach to exotic option pricing Agliardi R. 2012-01-01 MATHEMATICAL METHODS IN THE APPLIED SCIENCES - 1.01 Articolo in rivista -
A new country risk index for emerging markets: a stochastic dominance approach E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou 2012-01-01 JOURNAL OF EMPIRICAL FINANCE - 1.01 Articolo in rivista -
Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach R. Agliardi; P. Popivanov; A. Slavova 2012-01-01 - Intechopen.com 2.01 Capitolo / saggio in libro -
A general framework for some economic problems with uncertainty and exogenous barriers R. Agliardi; P. Popivanov; A. Slavova 2012-01-01 ECONOMIC MODELLING - 1.01 Articolo in rivista -
Option pricing under generalized Lévy processes with state dependent parameters and the volatility surface R. Agliardi 2013-01-01 APPLIED MATHEMATICAL SCIENCES - 1.01 Articolo in rivista -
On nonlinear Black-Scholes equations R. Agliardi; P. Popivanov; A. Slavova 2013-01-01 NONLINEAR ANALYSIS AND DIFFERENTIAL EQUATIONS - 1.01 Articolo in rivista -
Corporate financing decisions under ambiguity Agliardi Elettra; Rossella Agliardi; Willem Spanjers 2014-01-01 - Alma Mater Studiorum - Dipartimento di Scienze Economiche 3.01 Monografia / trattato scientifico in forma di libro -
Hedging through a limit order book with varying liquidity Rossella Agliardi; Ramazan Gencay 2014-01-01 THE JOURNAL OF DERIVATIVES - 1.01 Articolo in rivista -
Convertible debt: financing decisions and voluntary conversion under ambiguity Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem 2015-01-01 INTERNATIONAL REVIEW OF FINANCE - 1.01 Articolo in rivista -
Boundary-value problems for PDEs arising in the valuation of structured financial products Agliardi, Rossella 2016-01-01 PLISKA - 1.01 Articolo in rivista -
Mostrati risultati da 21 a 40 di 57
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