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Mostrati risultati da 1 a 20 di 47
Titolo Anno di pubblicazione Autori Unitn File
Transition density for CIR process by Lie symmetries and application to ZCB 1-gen-2013 Cordoni, Francesco Giuseppe +
Lie simmetry approach to the CEV model 1-gen-2014 Cordoni, Francesco Giuseppe +
Asymptotic expansion for the characteristic function of a multiscale stochastic volatility model 1-gen-2014 Cordoni, Francesco Giuseppe +
First order correction for the characteristic function of a multisacle and multifìdimensional stochastic volaitlity model 1-gen-2014 Cordoni, Francesco Giuseppe +
Backward stochastic differential equations approach to hedging, option pricing, and insurance problems 1-gen-2014 Cordoni, Francesco Giuseppe +
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 1-gen-2015 Cordoni, Francesco GiuseppeDi Persio, Luca
Small noise expansion for the Lévy perturbed Vasicek model 1-gen-2015 Cordoni, Francesco GiuseppeDi Persio, Luca
Small noise asymptotic expansion for a infinite dimensional stochastic reaction-diffusion forced van der pol equation 1-gen-2015 Cordoni, Francesco GiuseppeDi Persio, Luca
Optimal control of stochastic FitzHugh-Nagumo equation 1-gen-2015 Barbu, ViorelCordoni, Francesco GiuseppeDi Persio, Luca
Delayed Forward-Backward stochastic PDE’s driven by non Gaussian Lévy noise with application in finance 1-gen-2016 Cordoni, Francesco Giuseppe
Gaussian estimate on networks with dynamic stochastic boundary conditions 1-gen-2016 Di Persio, LucaCordoni, Francesco Giuseppe
A bsde with delayed generator approach to pricing under counterparty risk and collateralization 1-gen-2016 Cordoni F.Di Persio L.
Gaussian estimates on networks with dynamic stochastic boundary conditions 1-gen-2017 Cordoni F.Di Persio L.
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 1-gen-2017 Di Persio L.Cordoni F. +
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions 1-gen-2017 Cordoni F.Di Persio L.
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 1-gen-2017 Cordoni F.Di Persio L. +
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 1-gen-2018 Cordoni F.Di Persio L.
Stochastic systems with memory and jumps 1-gen-2019 Cordoni F.Di Persio L. +
Asymptotic expansion for some local volatility models arising in finance 1-gen-2019 Albeverio S.Cordoni F.Di Persio L. +
A novel hybrid microdosimeter for radiation field characterization based on TEPC detector and LGADs tracker 1-gen-2020 M. MissiaggiaE. PierobonM. CastelluzzoA. PerinelliF. CordoniV. E. BellinzonaE. ScifoniF. TommasinoL. RicciM. BoscardinC. La Tessa +
Mostrati risultati da 1 a 20 di 47
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