RE.PUBLIC@POLIMI pubblicazioni di ricerca del Politecnico di Milano

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Titolo Data di pubblicazione Autori File
Remarks about Higher-Order Poles in the Belinsky-Zakharov Method for Einstein Equations 1-gen-1984 SGARRA, CARLO +
Numerical Analysis of Two-Soliton Solutions on a Bianchi Type-II Background 1-gen-1986 SGARRA, CARLO +
L2-Stability near Equilibrium of the Solution of the Homogeneous Boltzmann Equation in the case of Maxwellian Molecules 1-gen-1988 CERCIGNANI, CARLOLAMPIS, MARIASGARRA, CARLO
On the Relation between the Scattering Kernel and the Standard Formulation of the Boltzmann Equation 1-gen-1988 CERCIGNANI, CARLOLAMPIS, MARIASGARRA, CARLO
Half-Range Completeness for the Fokker-Planck Equation with an External Force 1-gen-1992 CERCIGNANI, CARLOSGARRA, CARLO
Numerical Analysis of a Shock-Wave Solution of the Enskog Equation Obtained via a Monte Carlo Method 1-gen-1993 FREZZOTTI, ALDOSGARRA, CARLO
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 1-gen-1995 CERCIGNANI, CARLOSGARRA, CARLO
Comments on Extension of the Mott-Smith Method to denser gases 1-gen-1995 CERCIGNANI, CARLOFREZZOTTI, ALDOSGARRA, CARLO
Directions of coaxiality between pure strain and stress in linear elasticity 1-gen-1997 SGARRA, CARLOVIANELLO, MAURIZIO STEFANO
Rotations which make strain and stress coaxial 1-gen-1997 SGARRA, CARLOVIANELLO, MAURIZIO STEFANO
Correlation matrices for yields and total positivity 1-gen-2006 SGARRA, CARLO +
The Esscher Transforms and The Minimal Entropy Martingale Measure for Exponential Lévy Models 1-gen-2006 SGARRA, CARLO +
An Exact Analytical Solution for Discrete Barrier Options 1-gen-2006 SGARRA, CARLO +
ESERCIZI DI FINANZA MATEMATICA 1-gen-2007 SGARRA, CARLO +
Shift, slope and curvature for a class of yields correlation matrices 1-gen-2007 SGARRA, CARLO +
Quadratic Hedging for the Bates Model 1-gen-2007 SGARRA, CARLO +
INGEGNERIA FINANZIARIA 1-gen-2009 BARUCCI, EMILIOSGARRA, CARLO +
On the Esscher Transforms and Other Equivalent Martingale Measures for the Barndorff-Nielsen and Shephard Stochastic Volatility Models with Jumps 1-gen-2009 SGARRA, CARLO +
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 1-gen-2010 SGARRA, CARLO +
Some Results on Correlation Matrices for Interest Rates 1-gen-2011 SGARRA, CARLO +
Mostrati risultati da 1 a 20 di 41
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