Sfoglia per Autore
Mixed Discontinuous Galerkin Methods with Minimal Stabilization
2006-01-01 Marazzina, Daniele
Interest Rate Modelling: a MATLAB Implementation
2007-01-01 Marazzina, Daniele
Mixed Discontinuous Galerkin Methods with Minimal Stabilization
2007-01-01 Marazzina, Daniele
Proprietà di Stabilità per Metodi Discontinuous Galerkin in Forma Mista
2008-01-01 Marazzina, Daniele
Option Pricing, Maturity Randomization and Grid Computing
2008-01-01 M., Marena; Marazzina, Daniele; G., Fusai
Stability Properties of Discontinuous Galerkin Methods for Two-Dimensional Elliptic Problems
2008-01-01 Marazzina, Daniele
Stability Properties of Discontinuous Galerkin Methods in Mixed Form
2009-01-01 Marazzina, Daniele
The BPS preconditioner on Beowulf Cluster
2009-01-01 O., Salas; Marazzina, Daniele; S., Rovida; G., Sacchi; S., Scacchi
Option pricing, maturity randomization and distributed computing
2010-01-01 Fusai, G; Marazzina, D; Marena, M
Wavelet Techniques for Option Pricing on Advanced Architectures
2011-01-01 S., Corsaro; Marazzina, Daniele; Z., Marino
Pricing Discretely Monitored Asian Options by Maturity Randomization
2011-01-01 G., Fusai; Marazzina, Daniele; M., Marena
Pricing Credit Derivatives in a Wiener-Hopf Framework
2012-01-01 Marazzina, Daniele; G., Fusai; G., Germano
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes
2012-01-01 Marazzina, Daniele; O., Reichmann; C., Schwab
Z-Transform and preconditioning techniques for option pricing
2012-01-01 G., Fusai; Marazzina, Daniele; M., Marena; M., Ng
Optimal Investment, Stochastic Labor Income and Retirement
2012-01-01 Barucci, Emilio; Marazzina, Daniele
Pricing exotic derivatives exploiting structure
2014-01-01 D., Sesana; Marazzina, Daniele; G., Fusai
Optimal impulse control of a portfolio with a fixed transaction cost
2014-01-01 S., Baccarin; Marazzina, Daniele
A parallel wavelet-based pricing procedure for Asian options
2015-01-01 S., Corsaro; Marazzina, Daniele; Z., Marino
American option valuation in a stochastic volatility model with transaction costs
2015-01-01 Cosso, Andrea; Marazzina, Daniele; Sgarra, Carlo
RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING
2015-01-01 Barucci, Emilio; Marazzina, Daniele
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