IRIS

ANTONELLI, FABIO

ANTONELLI, FABIO  

Dipartimento di Ingegneria e scienze dell'informazione e matematica  

Mostra records
Risultati 1 - 20 di 26 (tempo di esecuzione: 0.03 secondi).
Titolo Data di pubblicazione Autore(i) File
Backward Forward Stochastic Differential Equations 1-gen-1993 Antonelli, Fabio
Stability of Backward SDE's 1-gen-1996 Antonelli, Fabio
Filtration Stability of BSDE's 1-gen-2000 Antonelli, Fabio; KOHATSU HIGA, A.
Asset pricing with endogenous aspirations 1-gen-2001 Antonelli, Fabio; Barucci, E; Mancino, M. E.
Asset pricing with a forward-backward stochastic differential utility 1-gen-2001 Antonelli, Fabio; Barucci, E; Mancino, M. E.
On the viscosity solutions of a stochastic differential utility problem 1-gen-2002 Antonelli, Fabio; Pascucci, A.
Rate of Convergence to the Solution of the McKean-Vlasov's Equation 1-gen-2002 Antonelli, Fabio; KOHATSU HIGA, A.
A Comparison result for BFSDE's and Applications to Utility Theory 1-gen-2002 Antonelli, Fabio; Barucci, E.; Mancino, M. E.
Weak solutions of forward-backward SDE's 1-gen-2003 Antonelli, Fabio; Ma, J.
Densities of one-dimensional backward SDEs 1-gen-2005 Antonelli, Fabio; KOHATSU HIGA, A.
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients 1-gen-2006 Antonelli, Fabio; Hamadene, S.
Rate of convergence of Monte Carlo simulations for the Hobson-Rogers model 1-gen-2008 Antonelli, Fabio; Prezioso, V.
Pricing Options under stochastic volatility: a power series approach 1-gen-2009 Antonelli, Fabio; Scarlatti, S.
Exchange option pricing under stochastic volatility: a correlation expansion 1-gen-2010 Antonelli, Fabio; Ramponi, A; Scarlatti, S.
Option-based risk management of a bond portfolio under regime switching interest rates 1-gen-2013 Antonelli, Fabio; Ramponi, A; Scarlatti, S.
Calibrated American option pricing by stochastic linear programming 1-gen-2013 Antonelli, Fabio; Mancini, C; Pinar, M. Ç.
Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator 1-gen-2016 Antonelli, Fabio; Mancini, Carlo
Consumption optimization for recursive utility in a jump-diffusion model 1-gen-2016 Antonelli, Fabio; Mancini, Carlo
RANDOM TIME FORWARD-STARTING OPTIONS 1-gen-2016 Antonelli, Fabio; Ramponi, A.; Scarlatti, S.
CVA and vulnerable options pricing by correlation expansions 1-gen-2019 Antonelli, F.; Ramponi, A.; Scarlatti, S.