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AGLIARDI, ROSSELLA

AGLIARDI, ROSSELLA  

DIPARTIMENTO DI MATEMATICA  

Docenti di ruolo di Ia fascia  

Mostra records
Risultati 1 - 20 di 58 (tempo di esecuzione: 0.045 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A general framework for optimal stopping problems with two risk factors and real option applications Rossella Agliardi 2024-01-01 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - 1.01 Articolo in rivista ASMBI.pdf
The economic value of biodiversity preservation Elettra Agliardi, Rossella Agliardi, Willem Spanjers 2024-01-01 ENVIRONMENTAL & RESOURCE ECONOMICS - 1.01 Articolo in rivista s10640-024-00855-0.pdf
Pricing multidimensional American options Elettra Agliardi; Rossella Agliardi 2023-01-01 INTERNATIONAL JOURNAL OF FINANCIAL STUDIES - 1.01 Articolo in rivista ijfs-11-00051-v2.pdf
On optimal stopping problems arising in real option theory Rossella Agliardi 2022-01-01 - AIP Publishing 2.01 Capitolo / saggio in libro -
Corporate green bonds: understanding the greenium in a two-factor structural model Elettra Agliardi; Rossella Agliardi 2021-01-01 ENVIRONMENTAL & RESOURCE ECONOMICS - 1.01 Articolo in rivista ERE.pdf
Green securitisation Rossella Agliardi 2021-01-01 JOURNAL OF SUSTAINABLE FINANCE & INVESTMENT - 1.01 Articolo in rivista -
Pricing climate-related risk in the bond market Elettra Agliardi; Rossella Agliardi 2021-01-01 JOURNAL OF FINANCIAL STABILITY - 1.01 Articolo in rivista JFS+2021+1-s2.0-S1572308921000279-main (1).pdf
The effect of vertical relationships on investment timing Dimitrios Zormpas; Rossella Agliardi 2021-01-01 INTERNATIONAL GAME THEORY REVIEW - 1.01 Articolo in rivista 12_12.pdf
New exact solutions to optimal consumption-investment problems with exponential utility Rossella Agliardi 2020-01-01 MATHEMATICAL FINANCE LETTERS - 1.01 Articolo in rivista 4547-10113-1-PB.pdf
Financing environmentally-sustainable projects with green bonds Agliardi, Elettra; Agliardi, Rossella 2019-01-01 ENVIRONMENT AND DEVELOPMENT ECONOMICS - 1.01 Articolo in rivista -
Pseudodifferential equations in finance Rossella Agliardi 2019-01-01 - American Institute of Physics 4.01 Contributo in Atti di convegno -
Value-at-risk under ambiguity aversion Rossella Agliardi 2018-01-01 FINANCIAL INNOVATION - 1.01 Articolo in rivista s40854-018-0095-z.pdf
Asymmetric Choquet random walks and ambiguity aversion or seeking Agliardi, Rossella 2017-01-01 THEORY AND DECISION - 1.01 Articolo in rivista -
Optimal trading strategies with limit orders Agliardi, Rossella; Gençay, Ramazan 2017-01-01 INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED 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 -
Corporate financing decisions under ambiguity: pecking order and liquidity policy implications Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem 2016-01-01 JOURNAL OF BUSINESS RESEARCH - 1.01 Articolo in rivista JBR69-2016.pdf
Modeling uncertainty in limit order execution Agliardi, Rossella 2016-01-01 COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION - 1.01 Articolo in rivista -
Optimal hedging through limit orders Agliardi, Rossella 2016-01-01 STOCHASTIC MODELS - 1.01 Articolo in rivista -
Reverse convertible debt under credit risk Agliardi, Rossella 2016-01-01 INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING - 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 -