MARAZZINA, DANIELE

MARAZZINA, DANIELE  

DIPARTIMENTO DI MATEMATICA  

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Titolo Data di pubblicazione Autori File
American option valuation in a stochastic volatility model with transaction costs 1-gen-2015 MARAZZINA, DANIELESGARRA, CARLO +
Asset management, High Water Mark and flow of funds 1-gen-2016 BARUCCI, EMILIOMARAZZINA, DANIELE
Calibration and advanced simulation schemes for the Wishart stochastic volatility model 1-gen-2019 Marazzina, D. +
Cryptocurrencies and stablecoins: a high-frequency analysis 1-gen-2022 Barucci, EmilioMarazzina, Daniele +
The determinants of lapse rates in the Italian life insurance market 1-gen-2020 Barucci, EmilioMarazzina, Daniele +
Financial Education during COVID-19 - Assessing the effectiveness of an online programme in a high school 1-gen-2022 Agasisti T.Cannistra M.Soncin M.Marazzina D.
Finanza matematica 1-gen-2020 EMILIO BARUCCIDANIELE MARAZZINA +
Finanza matematica. Esercizi 1-gen-2020 Emilio BarucciFrancesca GrassettiDaniele Marazzina
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 1-gen-2018 Marazzina, Daniele +
A general framework for pricing Asian options under stochastic volatility on parallel architectures 1-gen-2019 Marazzina, Daniele +
Hilbert transform, spectral filters and option pricing 1-gen-2019 Marazzina, Daniele +
hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes 1-gen-2012 MARAZZINA, DANIELE +
The impact of liquidity constraints and cashflows on the optimal retirement problem 1-gen-2022 Ding, GuodongMarazzina, Daniele
Integrated structural approach to Credit Value Adjustment 1-gen-2019 Marazzina, Daniele +
Interest Rate Modelling: a MATLAB Implementation 1-gen-2007 MARAZZINA, DANIELE
L’educazione finanziaria nelle scuole secondarie. La proposta Edufin@Polimi e l’esperienza presso l’Istituto di Istruzione Superiore Alberti di Bormio 1-gen-2021 Daniele Marazzina +
A machine learning model for lapse prediction in life insurance contracts 1-gen-2022 Azzone M.Barucci E.Marazzina D. +
Mixed Discontinuous Galerkin Methods with Minimal Stabilization 1-gen-2006 MARAZZINA, DANIELE
Mixed Discontinuous Galerkin Methods with Minimal Stabilization 1-gen-2007 MARAZZINA, DANIELE
A new class of multidimensional Wishart-based hybrid models 1-gen-2022 Marazzina D. +