Sfoglia per Autore
Transition density for CIR process by Lie symmetries and application to ZCB
2013-01-01 Cordoni, Francesco Giuseppe; L., Di Persio
Lie simmetry approach to the CEV model
2014-01-01 Cordoni, Francesco Giuseppe; L., Di Persio
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model
2014-01-01 Cordoni, Francesco Giuseppe; L., DI Persio
First order correction for the characteristic function of a multisacle and multifìdimensional stochastic volaitlity model
2014-01-01 Cordoni, Francesco Giuseppe; L., Di Persio
Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
2014-01-01 Cordoni, Francesco Giuseppe; L., DI Persio
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Small noise expansion for the Lévy perturbed Vasicek model
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Small noise asymptotic expansion for a infinite dimensional stochastic reaction-diffusion forced van der pol equation
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Optimal control of stochastic FitzHugh-Nagumo equation
2015-01-01 Barbu, Viorel; Cordoni, Francesco Giuseppe; Di Persio, Luca
Delayed Forward-Backward stochastic PDE’s driven by non Gaussian Lévy noise with application in finance
2016-01-01 Cordoni, Francesco Giuseppe
Gaussian estimate on networks with dynamic stochastic boundary conditions
2016-01-01 Di Persio, Luca; Cordoni, Francesco Giuseppe
A bsde with delayed generator approach to pricing under counterparty risk and collateralization
2016-01-01 Cordoni, F.; Di Persio, L.
Gaussian estimates on networks with dynamic stochastic boundary conditions
2017-01-01 Cordoni, F.; Di Persio, L.
Novel approaches to the energy load unbalance forecasting in the Italian electricity market
2017-01-01 Di Persio, L.; Cecchin, A.; Cordoni, F.
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
2017-01-01 Cordoni, F.; Di Persio, L.
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 Cordoni, F.; Di Persio, L.; Oliva, I.
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable
2018-01-01 Cordoni, F.; Di Persio, L.
Stochastic systems with memory and jumps
2019-01-01 Banos, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Rose, E. E.
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, S.; Cordoni, F.; Di Persio, L.; Pellegrini, G.
A novel hybrid microdosimeter for radiation field characterization based on TEPC detector and LGADs tracker
2020-01-01 Missiaggia, M.; Pierobon, E.; Castelluzzo, M.; Perinelli, A.; Cordoni, F.; Centis Vignali, M.; Borghi, G.; Bellinzona, V. E.; Scifoni, E.; Tommasino, F.; Monaco, V.; Ricci, L.; Boscardin, M.; La Tessa, C.
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