Sfoglia per Autore
Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
2024-01-01 Ding, Guodong; Marazzina, Daniele
Market impact and efficiency in cryptoassets markets
2023-01-01 Barucci, Emilio; Giuffra Moncayo, Giancarlo; Marazzina, Daniele
Health insurance, portfolio choice, and retirement incentives
2023-01-01 Barucci, Emilio; Biffis, Enrico; Marazzina, Daniele
Should I have closed? A multiplex network approach for the short-term economic effect of Covid-19 containment measures in the EU
2023-01-01 Ceriotti, C.; Torre, M. Della; Grassetti, F.; Marazzina, D.
ESG ratings explainability through machine learning techniques
2023-01-01 Del Vitto, A; Marazzina, D; Stocco, D
Effect of labour income on the optimal bankruptcy problem
2023-01-01 Ding, Guodong; Marazzina, Daniele
Debt redemption fund and fiscal incentives
2023-01-01 Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele
On the feasibility of a debt redemption fund
2023-01-01 Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele
Online or on-campus? Analysing the effects of financial education on student knowledge gain
2023-01-01 Agasisti, Tommaso; Barucci, Emilio; Cannistrà, Marta; Marazzina, Daniele; Soncin, Mara
An investigation of the Volatility Adjustment
2023-01-01 Barucci, Emilio; Marazzina, Daniele; Rroji, Edit
Le attività del QFinLab-Politecnico di Milano in tema di educazione finanziaria
2022-01-01 Barucci, Emilio; Grassetti, Francesca; Marazzina, Daniele; Stocco, Davide
Financial Education during COVID-19 - Assessing the effectiveness of an online programme in a high school
2022-01-01 Agasisti, T.; Cannistra, M.; Soncin, M.; Marazzina, D.
Cryptocurrencies and stablecoins: a high-frequency analysis
2022-01-01 Barucci, Emilio; Moncayo, Giancarlo Giuffra; Marazzina, Daniele
On the design of sovereign bond-backed securities
2022-01-01 Barucci, Emilio; Brigo, Damiano; Francischello, Marco; Marazzina, Daniele
The impact of liquidity constraints and cashflows on the optimal retirement problem
2022-01-01 Ding, Guodong; Marazzina, Daniele
A machine learning model for lapse prediction in life insurance contracts
2022-01-01 Azzone, M.; Barucci, E.; Giuffra Moncayo, G.; Marazzina, D.
A new class of multidimensional Wishart-based hybrid models
2022-01-01 Labua, G.; Marazzina, D.
L’educazione finanziaria nelle scuole secondarie. La proposta Edufin@Polimi e l’esperienza presso l’Istituto di Istruzione Superiore Alberti di Bormio
2021-01-01 Marazzina, Daniele; Dossi, Francesca
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
2021-01-01 La Bua, Gaetano; Marazzina, Daniele
Optimal investment strategies with a minimum performance constraint
2021-01-01 Barucci, E.; Marazzina, D.; Mastrogiacomo, E.
Finanza matematica
2020-01-01 Barucci, Emilio; Nencini, Matteo; Marazzina, Daniele
Finanza matematica. Esercizi
2020-01-01 Barucci, Emilio; Grassetti, Francesca; Marazzina, Daniele
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
2020-01-01 Phelan, C. E.; Marazzina, D.; Germano, G.
The determinants of lapse rates in the Italian life insurance market
2020-01-01 Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit
A general framework for pricing Asian options under stochastic volatility on parallel architectures
2019-01-01 Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda
Hilbert transform, spectral filters and option pricing
2019-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
Integrated structural approach to Credit Value Adjustment
2019-01-01 Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
Calibration and advanced simulation schemes for the Wishart stochastic volatility model
2019-01-01 La Bua, G.; Marazzina, D.
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
On relative performance, remuneration and risk taking of asset managers
2018-01-01 Barucci, Emilio; la Bua, Gaetano; Marazzina, Daniele
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
2016-01-01 Baccarin, Stefano; Marazzina, Daniele
Optimal Investment in Research and Development Under Uncertainty
2016-01-01 R., Cerqueti; Marazzina, Daniele; M., Ventura
Asset management, High Water Mark and flow of funds
2016-01-01 Barucci, Emilio; Marazzina, Daniele
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
2016-01-01 Fusai, Gianluca; Germano, Guido; Marazzina, Daniele
RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING
2015-01-01 Barucci, Emilio; 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
Optimal impulse control of a portfolio with a fixed transaction cost
2014-01-01 S., Baccarin; Marazzina, Daniele
Pricing exotic derivatives exploiting structure
2014-01-01 D., Sesana; Marazzina, Daniele; G., Fusai
Z-Transform and preconditioning techniques for option pricing
2012-01-01 G., Fusai; Marazzina, Daniele; M., Marena; M., Ng
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes
2012-01-01 Marazzina, Daniele; O., Reichmann; C., Schwab
Optimal Investment, Stochastic Labor Income and Retirement
2012-01-01 Barucci, Emilio; Marazzina, Daniele
Pricing Credit Derivatives in a Wiener-Hopf Framework
2012-01-01 Marazzina, Daniele; G., Fusai; G., Germano
Pricing Discretely Monitored Asian Options by Maturity Randomization
2011-01-01 G., Fusai; Marazzina, Daniele; M., Marena
Wavelet Techniques for Option Pricing on Advanced Architectures
2011-01-01 S., Corsaro; Marazzina, Daniele; Z., Marino
Option pricing, maturity randomization and distributed computing
2010-01-01 Fusai, G; Marazzina, D; Marena, M
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
Stability Properties of Discontinuous Galerkin Methods for Two-Dimensional Elliptic Problems
2008-01-01 Marazzina, Daniele
Proprietà di Stabilità per Metodi Discontinuous Galerkin in Forma Mista
2008-01-01 Marazzina, Daniele
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