ANTONELLI, FABIO

ANTONELLI, FABIO  

Dipartimento di Ingegneria e scienze dell informazione e matematica  

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Titolo Data di pubblicazione Autore(i) File
Analytical modeling of performance indices under epistemic uncertainty applied to cloud computing systems 1-gen-2020 Antonelli, Fabio; Cortellessa, Vittorio; Gribaudo, Marco; Pinciroli, Riccardo; Trivedi, Kishor S.; Catiatrubiani,
Asset pricing with a forward-backward stochastic differential utility 1-gen-2001 Antonelli, Fabio; Barucci, E; Mancino, M. E.
Asset pricing with endogenous aspirations 1-gen-2001 Antonelli, Fabio; Barucci, E; Mancino, M. E.
Backward Forward Stochastic Differential Equations 1-gen-1993 Antonelli, Fabio
Calibrated American option pricing by stochastic linear programming 1-gen-2013 Antonelli, Fabio; Mancini, C; Pinar, M. Ç.
A Comparison result for BFSDE's and Applications to Utility Theory 1-gen-2002 Antonelli, Fabio; Barucci, E.; Mancino, M. E.
Consumption optimization for recursive utility in a jump-diffusion model 1-gen-2016 Antonelli, Fabio; Mancini, Carlo
CVA and VULNERABLE OPTIONS in STOCHASTIC VOLATILITY MODELS 1-gen-2021 Alos, E.; Antonelli, F.; Ramponi, A.; Scarlatti, S.
CVA and vulnerable options pricing by correlation expansions 1-gen-2019 Antonelli, F.; Ramponi, A.; Scarlatti, S.
Densities of one-dimensional backward SDEs 1-gen-2005 Antonelli, Fabio; KOHATSU HIGA, A.
Exchange option pricing under stochastic volatility: a correlation expansion 1-gen-2010 Antonelli, Fabio; Ramponi, A; Scarlatti, S.
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients 1-gen-2006 Antonelli, Fabio; Hamadene, S.
Filtration Stability of BSDE's 1-gen-2000 Antonelli, Fabio; KOHATSU HIGA, A.
A moment matching method for option pricing under stochastic interest rates 1-gen-2021 Antonelli, F.; Ramponi, A.; Scarlatti, S.
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model 1-gen-2022 Antonelli, F.; Ramponi, A.; Scarlatti, S.
On the viscosity solutions of a stochastic differential utility problem 1-gen-2002 Antonelli, Fabio; Pascucci, A.
Option-based risk management of a bond portfolio under regime switching interest rates 1-gen-2013 Antonelli, Fabio; Ramponi, A; Scarlatti, S.
Pricing Options under stochastic volatility: a power series approach 1-gen-2009 Antonelli, Fabio; Scarlatti, S.
RANDOM TIME FORWARD-STARTING OPTIONS 1-gen-2016 Antonelli, Fabio; Ramponi, A.; Scarlatti, S.
Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model 1-gen-2008 Antonelli, Fabio; Prezioso, V.