PASCUCCI, ANDREA
PASCUCCI, ANDREA
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di Ia fascia
Journal of Computational Finance
In corso di stampa Pascucci, Andrea
Sobolev embeddings for kinetic Fokker-Planck equations
2024 Pascucci, Andrea; Pesce, Antonello
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators
2023 Frosini, Patrizio; Gridelli, Ivan; Pascucci, Andrea
Backward and forward filtering under the weak Hörmander condition
2023 Pascucci A.; Pesce A.
Numerical solution of kinetic SPDEs via stochastic Magnus expansion
2023 Kamm K.; Pagliarani S.; Pascucci A.
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients
2023 Pagliarani S.; Lucertini G.; Pascucci A.
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case
2022 Pascucci A.; Pesce A.
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna
2022 Silvia Benvenuti, Alessia Cattabriga, Mirella Manaresi, Andrea Pascucci
On the Stochastic Magnus Expansion and Its Application to SPDEs
2021 Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model
2021 Carmen Calvo-Garrido, M.; Diop, Sidi; Pascucci, Andrea; Vázquez, Carlos
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA
2021 Pascucci, Andrea
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients
2020 Lanconelli A.; Pascucci A.; Polidoro S.
Local densities for a class of degenerate diffusions
2020 Lanconelli A.; Pagliarani S.; Pascucci A.
Teoria della Probabilità - Variabili aleatorie e distribuzioni
2020 pascucci
The parametrix method for parabolic SPDEs
2020 Pascucci A.; Pesce A.
CDS calibration under an extended JDCEV model
2019 Di Francesco M.; Diop S.; Pascucci A.
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction
2019 Elena Loli Piccolomini, Stefano Gandolfi, Luca Poluzzi, Luca Tavasci, Pasquale Cascarano, Andrea Pascucci
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models
2018 andrea pascucci; anastasia borovykh; cornelis w. oosterlee
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model
2018 Diop, Sidy; Pascucci, Andrea*; Di Francesco, Marco; De Marchi, Gian Luca
Systemic risk in a mean-field model of interbank lending with self-exciting shocks
2018 Borovykh, Anastasia; Pascucci, Andrea; La Rovere, Stefano*