SGARRA, CARLO

SGARRA, CARLO  

Mostra records
Risultati 1 - 20 di 35 (tempo di esecuzione: 0.038 secondi).
Titolo Data di pubblicazione Autori File
A branching process approach to power markets. 1-gen-2019 Sgarra, Carlo +
A Finite Element Discretization Method for Option Pricing with the Bates Model 1-gen-2011 MIGLIO, EDIESGARRA, CARLO
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process 1-gen-2021 Sgarra C. +
A particle filtering approach to oil futures price calibration and forecasting 1-gen-2018 Fileccia, GaetanoSgarra, Carlo
A self-exciting modeling framework for forward prices in power markets 1-gen-2021 Carlo Sgarra +
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. +
Comments on Extension of the Mott-Smith Method to denser gases 1-gen-1995 CERCIGNANI, CARLOFREZZOTTI, ALDOSGARRA, CARLO
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters 1-gen-2023 C. Sgarra +
Comparison Results for GARCH Processes 1-gen-2014 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
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis 1-gen-2015 SGARRA, CARLO +
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
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets 1-gen-2015 SGARRA, CARLOFILECCIA, GAETANO
Interest Rates Term Structure Models Driven by Hawkes Processes 1-gen-2023 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