MARAZZINA, DANIELE
A general framework for pricing Asian options under stochastic volatility on parallel architectures
2019-01-01 Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; Marino, Zelda
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.
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
An investigation of the Volatility Adjustment
2023-01-01 Barucci, Emilio; Marazzina, Daniele; Rroji, Edit
Asset management, High Water Mark and flow of funds
2016-01-01 Barucci, Emilio; Marazzina, Daniele
Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
2024-01-01 Ding, Guodong; Marazzina, Daniele
Calibration and advanced simulation schemes for the Wishart stochastic volatility model
2019-01-01 La Bua, G.; Marazzina, D.
Counting jumps: does the counting process count?
2024-01-01 Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
Cryptocurrencies and stablecoins: a high-frequency analysis
2022-01-01 Barucci, Emilio; Moncayo, Giancarlo Giuffra; Marazzina, Daniele
Debt redemption fund and fiscal incentives
2023-01-01 Barucci, Emilio; Brachetta, Matteo; Marazzina, Daniele
Effect of labour income on the optimal bankruptcy problem
2024-01-01 Ding, Guodong; Marazzina, Daniele
ESG ratings explainability through machine learning techniques
2023-01-01 Del Vitto, A; Marazzina, D; Stocco, D
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.
Finanza matematica
2020-01-01 Barucci, Emilio; Nencini, Matteo; Marazzina, Daniele
Finanza matematica. Esercizi
2020-01-01 Barucci, Emilio; Grassetti, Francesca; Marazzina, Daniele
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
Health insurance, portfolio choice, and retirement incentives
2023-01-01 Barucci, Emilio; Biffis, Enrico; Marazzina, Daniele
Hilbert transform, spectral filters and option pricing
2019-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido