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Titolo Data di pubblicazione Autore(i) File
Mixed Discontinuous Galerkin Methods with Minimal Stabilization 1-gen-2006 MARAZZINA, DANIELE
Interest Rate Modelling: a MATLAB Implementation 1-gen-2007 MARAZZINA, DANIELE
Mixed Discontinuous Galerkin Methods with Minimal Stabilization 1-gen-2007 MARAZZINA, DANIELE
Proprietà di Stabilità per Metodi Discontinuous Galerkin in Forma Mista 1-gen-2008 MARAZZINA, DANIELE
Stability Properties of Discontinuous Galerkin Methods for Two-Dimensional Elliptic Problems 1-gen-2008 MARAZZINA, DANIELE
Option Pricing, Maturity Randomization and Grid Computing 1-gen-2008 MARAZZINA, DANIELE +
The BPS preconditioner on Beowulf Cluster 1-gen-2009 MARAZZINA, DANIELE +
Stability Properties of Discontinuous Galerkin Methods in Mixed Form 1-gen-2009 MARAZZINA, DANIELE
Option Pricing, Maturity Randomization and DistributedComputing 1-gen-2010 MARAZZINA, DANIELE +
Pricing Discretely Monitored Asian Options by Maturity Randomization 1-gen-2011 MARAZZINA, DANIELE +
Wavelet Techniques for Option Pricing on Advanced Architectures 1-gen-2011 MARAZZINA, DANIELE +
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes 1-gen-2012 MARAZZINA, DANIELE +
Z-Transform and preconditioning techniques for option pricing 1-gen-2012 MARAZZINA, DANIELE +
Pricing Credit Derivatives in a Wiener-Hopf Framework 1-gen-2012 MARAZZINA, DANIELE +
Optimal Investment, Stochastic Labor Income and Retirement 1-gen-2012 BARUCCI, EMILIOMARAZZINA, DANIELE
Optimal impulse control of a portfolio with a fixed transaction cost 1-gen-2014 MARAZZINA, DANIELE +
Pricing exotic derivatives exploiting structure 1-gen-2014 MARAZZINA, DANIELE +
A parallel wavelet-based pricing procedure for Asian options 1-gen-2015 MARAZZINA, DANIELE +
American option valuation in a stochastic volatility model with transaction costs 1-gen-2015 MARAZZINA, DANIELESGARRA, CARLO +
RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING 1-gen-2015 BARUCCI, EMILIOMARAZZINA, DANIELE
Mostrati risultati da 1 a 20 di 41
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