AGLIARDI, ROSSELLA
AGLIARDI, ROSSELLA
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di Ia fascia
A CLOSED-FORM SOLUTION FOR MULTICOMPOUND OPTIONS
2005 E. Agliardi; Agliardi R.
A comprehensive mathematical approach to exotic option pricing
2012 Agliardi R.
A comprehensive option pricing formula in a Lévy framework
2011 R. Agliardi
A comprehensive structural model for defaultable fixed-income bonds
2011 Agliardi R.
A general framework for optimal stopping problems with two risk factors and real option applications
2023 Rossella Agliardi
A general framework for some economic problems with uncertainty and exogenous barriers
2012 R. Agliardi; P. Popivanov; A. Slavova
A general method for pricing European exotic options under Lévy processes
2011 Agliardi R.
A mathematical analysis of real options interactions
2007 R. Agliardi
A new country risk index for emerging markets: a stochastic dominance approach
2012 E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou
A stochastic dominance approach to sovereign risk
2011 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 Agliardi E.; Agliardi R.
Asymmetric Choquet random walks and ambiguity aversion or seeking
2017 Agliardi, Rossella
Bond pricing under imprecise information
2011 Agliardi E.; Agliardi R.
Boundary-value problems for PDEs arising in the valuation of structured financial products
2016 Agliardi, Rossella
Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach
2012 R. Agliardi; P. Popivanov; A. Slavova
Cauchy problem for nonlinear p-evolution equations
2009 R. Agliardi; L. Zanghirati
Computing credit spreads under imprecise information
2008 Agliardi E.; Agliardi R.
Convertible debt: financing decisions and voluntary conversion under ambiguity
2015 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem
Corporate financing decisions under ambiguity
2014 Agliardi Elettra; Rossella Agliardi; Willem Spanjers
Corporate financing decisions under ambiguity: pecking order and liquidity policy implications
2016 Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem