Sfoglia per Autore
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations
1984-01-01 Francaviglia, M; Sgarra, Carlo
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background
1986-01-01 Curir, A; Francaviglia, M; Sgarra, Carlo
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules
1988-01-01 Cercignani, Carlo; Lampis, Maria; Sgarra, Carlo
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation
1988-01-01 Cercignani, Carlo; Lampis, Maria; Sgarra, Carlo
Half-Range Completeness for the Fokker-Planck Equation with an External Force
1992-01-01 Cercignani, Carlo; Sgarra, Carlo
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method
1993-01-01 Frezzotti, Aldo; Sgarra, Carlo
Half-Range Completeness of the Fokker-Planck Eqution with an External Force
1995-01-01 Cercignani, Carlo; Sgarra, Carlo
Comments on Extension of the Mott-Smith Method to denser gases
1995-01-01 Cercignani, Carlo; Frezzotti, Aldo; Sgarra, Carlo
Directions of coaxiality between pure strain and stress in linear elasticity
1997-01-01 Sgarra, Carlo; Vianello, MAURIZIO STEFANO
Rotations which make strain and stress coaxial
1997-01-01 Sgarra, Carlo; Vianello, MAURIZIO STEFANO
Correlation matrices for yields and total positivity
2006-01-01 E., Salinelli; Sgarra, Carlo
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models
2006-01-01 F., Hubalek; Sgarra, Carlo
An Exact Analytical Solution for Discrete Barrier Options
2006-01-01 Fusai, G.; Abrahams, D. I.; Sgarra, Carlo
ESERCIZI DI FINANZA MATEMATICA
2007-01-01 E., Rosazza Gianin; Sgarra, Carlo
Shift, slope and curvature for a class of yields correlation matrices
2007-01-01 E., Salinelli; Sgarra, Carlo
Quadratic Hedging for the Bates Model
2007-01-01 F., Hubalek; Sgarra, Carlo
INGEGNERIA FINANZIARIA
2009-01-01 Barucci, Emilio; C., Marsala; M., Nencini; Sgarra, Carlo
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps
2009-01-01 Hubalek, F.; Sgarra, Carlo
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach.
2010-01-01 L. V., Ballestra; Sgarra, Carlo
Some Results on Correlation Matrices for Interest Rates
2011-01-01 E., Salinelli; Sgarra, Carlo
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