AGLIARDI, ROSSELLA
AGLIARDI, ROSSELLA
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di Ia fascia
A CLOSED-FORM SOLUTION FOR MULTICOMPOUND OPTIONS
2005-01-01 E. Agliardi; Agliardi R.
A comprehensive mathematical approach to exotic option pricing
2012-01-01 Agliardi R.
A comprehensive option pricing formula in a Lévy framework
2011-01-01 R. Agliardi
A comprehensive structural model for defaultable fixed-income bonds
2011-01-01 Agliardi R.
A general method for pricing European exotic options under Lévy processes
2011-01-01 Agliardi R.
A mathematical analysis of real options interactions
2007-01-01 R. Agliardi
A new country risk index for emerging markets: a stochastic dominance approach
2012-01-01 E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou
A stochastic dominance approach to sovereign risk
2011-01-01 E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou
An application of fuzzy methods to evaluate a patent under the chance of litigation
2011-01-01 Agliardi E.; Agliardi R.
Asymmetric Choquet random walks and ambiguity aversion or seeking
2017-01-01 Agliardi, Rossella
Bond pricing under imprecise information
2011-01-01 Agliardi E.; Agliardi R.
Boundary-value problems for PDEs arising in the valuation of structured financial products
2016-01-01 Agliardi, Rossella
Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach
2012-01-01 R. Agliardi; P. Popivanov; A. Slavova
Cauchy problem for nonlinear p-evolution equations
2009-01-01 R. Agliardi; L. Zanghirati
Computing credit spreads under imprecise information
2008-01-01 Agliardi E.; Agliardi R.
Convertible debt: financing decisions and voluntary conversion under ambiguity
2015-01-01 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem
Corporate financing decisions under ambiguity
2014-01-01 Agliardi Elettra; Rossella Agliardi; Willem Spanjers
Corporate financing decisions under ambiguity: pecking order and liquidity policy implications
2016-01-01 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem
Corporate green bonds: understanding the greenium in a two-factor structural model
2021-01-01 Elettra Agliardi; Rossella Agliardi
Defaultable bonds under imprecise information
2010-01-01 E. Agliardi; R. Agliardi