CRIS Current Research Information System

DI FRANCESCO, MARCO

DI FRANCESCO, MARCO  

DIPARTIMENTO DI MATEMATICA  

Personale esterno ed autonomi  

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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.002 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
CDS calibration under an extended JDCEV model Di Francesco M.; Diop S.; Pascucci A. 2019-01-01 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS - 1.01 Articolo in rivista DDFP1.3 - Copia.pdf
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model Diop, Sidy; Pascucci, Andrea*; Di Francesco, Marco; De Marchi, Gian Luca 2018-01-01 APPLIED MATHEMATICAL FINANCE - 1.01 Articolo in rivista QuantoCDS3_Rev2.pdf; QuantoCDS2 - Copia.pdf
A continuous dependence result for ultraparabolic equations in option pricing M. Di Francesco; A. Pascucci 2007-01-01 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS - 1.01 Articolo in rivista -
Analysis of an uncertain volatility model M. Di francesco; P. Foschi; A. Pascucci 2006-01-01 JOURNAL OF APPLIED MATHEMATICS & DECISION SCIENCES - 1.01 Articolo in rivista Pascucci1.pdf
Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov type operators in non-divergence form M. Di Francesco; S. Polidoro 2006-01-01 ADVANCES IN DIFFERENTIAL EQUATIONS - 1.01 Articolo in rivista -
On a class of degenerate parabolic equations of Kolmogorov type Di Francesco M.; Pascucci A.; 2005-01-01 APPLIED MATHEMATICAL RESEARCH EXPRESS - 1.01 Articolo in rivista -
On the complete model with stochastic volatility by Hobson and Rogers DI FRANCESCO, Marco; Pascucci, Andrea 2005-01-01 PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON. SERIES A - 1.01 Articolo in rivista -