SGARRA, CARLO

SGARRA, CARLO  

DIPARTIMENTO DI MATEMATICA  

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Risultati 1 - 20 di 38 (tempo di esecuzione: 0.032 secondi).
Titolo Data di pubblicazione Autori File
A Finite Element Discretization Method for Option Pricing with the Bates Model 1-gen-2011 MIGLIO, EDIESGARRA, CARLO
Acceptability indexes via g-expectations: an application to liquidity risk. 1-gen-2013 SGARRA, CARLO +
American option valuation in a stochastic volatility model with transaction costs 1-gen-2015 MARAZZINA, DANIELESGARRA, CARLO +
An Exact Analytical Solution for Discrete Barrier Options 1-gen-2006 SGARRA, CARLO +
Asian options pricing in Hawkes-type jump-diffusion models. 1-gen-2020 Sgarra C. +
A branching process approach to power markets. 1-gen-2019 Sgarra, Carlo +
Comments on Extension of the Mott-Smith Method to denser gases 1-gen-1995 CERCIGNANI, CARLOFREZZOTTI, ALDOSGARRA, CARLO
Comparison Results for GARCH Processes 1-gen-2014 SGARRA, CARLO +
Convex Ordering of Esscher and Minimal Entropy Martingale Measures in Discrete Time Models 1-gen-2012 SGARRA, CARLO +
Correlation matrices for yields and total positivity 1-gen-2006 SGARRA, CARLO +
Directions of coaxiality between pure strain and stress in linear elasticity 1-gen-1997 SGARRA, CARLOVIANELLO, MAURIZIO STEFANO
ESERCIZI DI FINANZA MATEMATICA 1-gen-2007 SGARRA, CARLO +
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 1-gen-2015 SGARRA, CARLO +
The evaluation of American options in a stochastic volatility model with jumps: An efficient finite element approach. 1-gen-2010 SGARRA, CARLO +
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 1-gen-2021 Sgarra C. +
Geometric Asian option pricing in general affine stochastic volatility models with jumps 1-gen-2017 SGARRA, CARLO +
Half-Range Completeness for the Fokker-Planck Equation with an External Force 1-gen-1992 CERCIGNANI, CARLOSGARRA, CARLO
Half-Range Completeness of the Fokker-Planck Eqution with an External Force 1-gen-1995 CERCIGNANI, CARLOSGARRA, CARLO
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 1-gen-2015 SGARRA, CARLOFILECCIA, GAETANO
INGEGNERIA FINANZIARIA 1-gen-2009 BARUCCI, EMILIOSGARRA, CARLO +