PAGLIARANI, STEFANO
PAGLIARANI, STEFANO
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di IIa fascia
A family of density expansions for Lévy-type processes with default
2015 Lorig M; Pagliarani S.; Pascucci A.
A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps
2021 Agarwal A.; Pagliarani S.
A Taylor series approach to pricing and implied volatility for local–stochastic volatility models
2014 Matthew Lorig; Stefano Pagliarani; Andrea Pascucci
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
2023 Pagliarani S.; Polidoro S.
Adjoint expansions in local Levy models
2013 A. Pascucci; C. Riga; S. Pagliarani
Analytical approximation of the transition density in a local volatility model
2012 A. Pascucci; S. Pagliarani
Analytical approximations of BSDEs with non-smooth driver
2015 Gobet Emmanuel; Pagliarani Stefano
Analytical approximations of non-linear SDEs of McKean–Vlasov type
2018 Gobet, Emmanuel; Pagliarani, Stefano
Analytical expansions for parabolic equations
2015 Lorig M.; Pagliarani S.; Pascucci A.
Approximations for Asian options in local volatility models
2013 P. Foschi; A. Pascucci; S. Pagliarani
Asymptotic expansions for degenerate parabolic equations
2014 Andrea Pascucci; Stefano Pagliarani
Asymptotics for d-dimensional lévy-type processes
2015 Lorig M.; Pagliarani S.; Pascucci A.
Explicit implied volatilities for multifactor local-stochastic volatility models
2017 Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
Intrinsic expansions for averaged diffusion processes
2017 Pagliarani, S; Pascucci, A.; Pignotti, M.
Intrinsic Taylor formula for Kolmogorov-type homogeneous groups
2016 Andrea Pascucci; Stefano Pagliarani; Michele Pignotti
Local densities for a class of degenerate diffusions
2020 Lanconelli A.; Pagliarani S.; Pascucci A.
Local stochastic volatility with jumps: analytical approximations
2013 A. Pascucci; S. Pagliarani
Numerical solution of kinetic SPDEs via stochastic Magnus expansion
2023 Kamm K.; Pagliarani S.; Pascucci A.
On the Stochastic Magnus Expansion and Its Application to SPDEs
2021 Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients
2023 Pagliarani S.; Lucertini G.; Pascucci A.