AGLIARDI, ROSSELLA
AGLIARDI, ROSSELLA
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di Ia fascia
The economic value of biodiversity preservation
2024 Elettra Agliardi, Rossella Agliardi, Willem Spanjers
A general framework for optimal stopping problems with two risk factors and real option applications
2023 Rossella Agliardi
Pricing multidimensional American options
2023 Elettra Agliardi; Rossella Agliardi
On optimal stopping problems arising in real option theory
2022 Rossella Agliardi
Corporate green bonds: understanding the greenium in a two-factor structural model
2021 Elettra Agliardi; Rossella Agliardi
Green securitisation
2021 Rossella Agliardi
Pricing climate-related risk in the bond market
2021 Elettra Agliardi; Rossella Agliardi
The effect of vertical relationships on investment timing
2021 Dimitrios Zormpas; Rossella Agliardi
New exact solutions to optimal consumption-investment problems with exponential utility
2020 Rossella Agliardi
Financing environmentally-sustainable projects with green bonds
2019 Agliardi, Elettra; Agliardi, Rossella
Pseudodifferential equations in finance
2019 Rossella Agliardi
Value-at-risk under ambiguity aversion
2018 Rossella Agliardi
Asymmetric Choquet random walks and ambiguity aversion or seeking
2017 Agliardi, Rossella
Optimal trading strategies with limit orders
2017 Agliardi, Rossella; Gençay, Ramazan
Boundary-value problems for PDEs arising in the valuation of structured financial products
2016 Agliardi, Rossella
Corporate financing decisions under ambiguity: pecking order and liquidity policy implications
2016 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem
Modeling uncertainty in limit order execution
2016 Agliardi, Rossella
Optimal hedging through limit orders
2016 Agliardi, Rossella
Reverse convertible debt under credit risk
2016 Agliardi, Rossella
Convertible debt: financing decisions and voluntary conversion under ambiguity
2015 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem