Andrea Pascucci : rechercher sur Z-Library

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1

Free boundary and optimal stopping problems for American Asian options

Andrea Pascucci

Journal:

Finance and Stochastics

Année:

2008

Langue:

english

Fichier:

PDF, 456 KB

english, 2008

2

First Characterization of Human Amniotic Fluid Stem Cell Extracellular Vesicles as a Powerful Paracrine Tool Endowed with Regenerative Potential

Balbi, Carolina, Piccoli, Martina, Barile, Lucio, Papait, Andrea, Armirotti, Andrea, Principi, Elisa, Reverberi, Daniele, Pascucci, Luisa, Becherini, Pamela, Varesio, Luigi, Mogni, Massimo, Coviello,

Journal:

Stem Cells Translational Medicine

Année:

2017

Langue:

english

Fichier:

PDF, 1.46 MB

english, 2017

3

On the viscosity solutions of a stochastic differential utility problem

Fabio Antonelli, Andrea Pascucci

Journal:

Journal of Differential Equations

Année:

2002

Langue:

english

Fichier:

PDF, 198 KB

english, 2002

4

Obstacle problem for Arithmetic Asian options

Laura Monti, Andrea Pascucci

Journal:

Comptes Rendus Mathematique

Année:

2009

Langue:

english

Fichier:

PDF, 138 KB

english, 2009

5

Pointwise estimates for a class of non-homogeneous Kolmogorov equations

Chiara Cinti, Andrea Pascucci, Sergio Polidoro

Journal:

Mathematische Annalen

Année:

2008

Langue:

english

Fichier:

PDF, 337 KB

english, 2008

6

Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options

Marie Frentz, Kaj Nyström, Andrea Pascucci, Sergio Polidoro

Journal:

Mathematische Annalen

Année:

2010

Langue:

english

Fichier:

PDF, 375 KB

english, 2010

7

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Elements of Malliavin calculus

Pascucci, Andrea

Année:

2011

Langue:

english

Fichier:

PDF, 283 KB

english, 2011

8

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Fourier methods

Pascucci, Andrea

Année:

2011

Langue:

english

Fichier:

PDF, 3.54 MB

english, 2011

9

Approximations for Asian options in local volatility models

Paolo Foschi, Stefano Pagliarani, Andrea Pascucci

Journal:

Journal of Computational and Applied Mathematics

Année:

2013

Langue:

english

Fichier:

PDF, 777 KB

english, 2013

10

Investigations of lithium–sulfur batteries using electrochemical impedance spectroscopy

Cañas, Natalia A., Hirose, Kei, Pascucci, Brigitta, Wagner, Norbert, Friedrich, K. Andreas, Hiesgen, Renate

Journal:

Electrochimica Acta

Année:

2013

Langue:

english

Fichier:

PDF, 9.13 MB

english, 2013

11

Adjoint Expansions in Local Lévy Models

Pagliarani, Stefano, Pascucci, Andrea, Riga, Candia

Journal:

SIAM Journal on Financial Mathematics

Année:

2013

Langue:

english

Fichier:

PDF, 644 KB

english, 2013

12

Survey of Ixodid Ticks and Two Tick-Borne Pathogens in African Buffaloes, Syncerus caffer , from the Caprivi Strip, Namibia

Pascucci, Ilaria, Dondona, Andrea Capobianco, Cammà, Cesare, Marcacci, Maurilia, Di Domenico, Marco, Lelli, Rossella, Scacchia, Massimo, Jago, Mark, Khaiseb, Siegfried, Hager, Anna Laure, Tjipura-Zair

Journal:

Journal of Zoo and Wildlife Medicine

Année:

2011

Langue:

english

Fichier:

PDF, 290 KB

english, 2011

13

THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS

PASCUCCI, ANDREA, POLIDORO, SERGIO

Journal:

Communications in Contemporary Mathematics

Année:

2004

Langue:

english

Fichier:

PDF, 305 KB

english, 2004

14

Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement

Calvo-Garrido, M. Carmen, Pascucci, Andrea, Vázquez, Carlos

Journal:

SIAM Journal on Applied Mathematics

Année:

2013

Langue:

english

Fichier:

PDF, 1.14 MB

english, 2013

15

Parametrix Approximation of Diffusion Transition Densities

Corielli, Francesco, Foschi, Paolo, Pascucci, Andrea

Journal:

SIAM Journal on Financial Mathematics

Année:

2010

Langue:

english

Fichier:

PDF, 704 KB

english, 2010

16

[Unitext] Financial Mathematics ||

Pascucci, Andrea, Runggaldier, Wolfgang J.

Année:

2012

Langue:

english

Fichier:

PDF, 2.17 MB

english, 2012

17

LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS

PAGLIARANI, STEFANO, PASCUCCI, ANDREA

Journal:

International Journal of Theoretical and Applied Finance

Année:

2013

Langue:

english

Fichier:

PDF, 446 KB

english, 2013

18

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Black-Scholes model

Pascucci, Andrea

Année:

2011

Langue:

english

Fichier:

PDF, 793 KB

english, 2011

19

Adult Separation Anxiety and TCI-R Personality Dimensions in Patients with Anxiety, Alcohol Use, and Gambling: A Preliminary Report

Pozzi, Gino, Bruschi, Angelo, De Angelis, Andrea, Pascucci, Marco, Hatzigiakoumis, Daniele Stavros, Grandinetti, Paolo, Di Nicola, Marco, Pini, Stefano, Janiri, Luigi

Journal:

BioMed Research International

Année:

2014

Langue:

english

Fichier:

PDF, 140 KB

english, 2014

20

Hölder Regularity for a Kolmogorov Equation

Andrea Pascucci

Journal:

Transactions of the American Mathematical Society

Année:

2003

Langue:

english

Fichier:

PDF, 1.74 MB

english, 2003

21

Harnack Inequalities and Gaussian Estimates for a Class of Hypoelliptic Operators

Andrea Pascucci and Sergio Polidoro

Journal:

Transactions of the American Mathematical Society

Année:

2006

Langue:

english

Fichier:

PDF, 1.35 MB

english, 2006

22

On the Harnack Inequality for a Class of Hypoelliptic Evolution Equations

Andrea Pascucci and Sergio Polidoro

Journal:

Transactions of the American Mathematical Society

Année:

2004

Langue:

english

Fichier:

PDF, 777 KB

english, 2004

23

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL-STOCHASTIC VOLATILITY MODELS

Lorig, Matthew, Pagliarani, Stefano, Pascucci, Andrea

Journal:

Mathematical Finance

Année:

2015

Langue:

english

Fichier:

PDF, 597 KB

english, 2015

24

LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS

Leung, Tim, Lorig, Matthew, Pascucci, Andrea

Journal:

Mathematical Finance

Année:

2016

Langue:

english

Fichier:

PDF, 576 KB

english, 2016

25

Efficient Computation of Various Valuation Adjustments Under Local Lévy Models

Borovykh, Anastasia, Pascucci, Andrea, Oosterlee, Cornelis W.

Journal:

SIAM Journal on Financial Mathematics

Année:

2018

Langue:

english

Fichier:

PDF, 479 KB

english, 2018

26

Analytical Expansions for Parabolic Equations

Lorig, Matthew, Pagliarani, Stefano, Pascucci, Andrea

Journal:

SSRN Electronic Journal

Année:

2013

Fichier:

PDF, 307 KB

2013

27

Virtual reality in vestibular rehabilitation: a pilot study

Miziara, Otávio Corrêa, de Oliveira, Vanessa Rossato, Gasparini, Andréa Licre Pessina, Souza, Beatriz Coelho, Santos, Angela, Shimano, Suraya Gomes Novais, de Souza, Luciane Aparecida Pascucci Sande

Journal:

International Journal of Therapy and Rehabilitation

Année:

2019

Langue:

english

Fichier:

PDF, 149 KB

english, 2019

28

Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients

Lanconelli, Alberto, Pascucci, Andrea, Polidoro, Sergio

Journal:

Journal of Evolution Equations

Année:

2020

Fichier:

PDF, 385 KB

2020

29

Calibration of a path-dependent volatility model: Empirical tests

Paolo Foschi, Andrea Pascucci

Journal:

Computational Statistics & Data Analysis

Année:

2009

Langue:

english

Fichier:

PDF, 1.74 MB

english, 2009

30

Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

Kaj Nyström, Andrea Pascucci, Sergio Polidoro

Journal:

Journal of Differential Equations

Année:

2010

Langue:

english

Fichier:

PDF, 228 KB

english, 2010

31

A continuous dependence result for ultraparabolic equations in option pricing

Marco Di Francesco, Andrea Pascucci

Journal:

Journal of Mathematical Analysis and Applications

Année:

2007

Langue:

english

Fichier:

PDF, 178 KB

english, 2007

32

Regularity properties of viscosity solutions of a non-Hörmander degenerate equation

Giovanna Citti, Andrea Pascucci, Sergio Polidoro

Journal:

Journal de Mathématiques Pures et Appliquées

Année:

2001

Langue:

english

Fichier:

PDF, 146 KB

english, 2001

33

A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations

Andrea Pascucci, Sergio Polidoro

Journal:

Journal of Mathematical Analysis and Applications

Année:

2003

Langue:

english

Fichier:

PDF, 137 KB

english, 2003

34

Spatial deficits in a mouse model of Parkinson disease

Elvira De Leonibus, Tiziana Pascucci, Sebastien Lopez, Alberto Oliverio, Marianne Amalric, Andrea Mele

Journal:

Psychopharmacology

Année:

2007

Langue:

english

Fichier:

PDF, 245 KB

english, 2007

35

Path dependent volatility

Paolo Foschi, Andrea Pascucci

Journal:

Decisions in Economics and Finance

Année:

2008

Langue:

english

Fichier:

PDF, 1.67 MB

english, 2008

36

Monte Carlo Filter in Mobile Robotics Localization: A Clustered Evolutionary Point of View

Andrea Gasparri, Stefano Panzieri, Federica Pascucci, Giovanni Ulivi

Journal:

Journal of Intelligent & Robotic Systems

Année:

2006

Langue:

english

Fichier:

PDF, 626 KB

english, 2006

37

A spatially structured genetic algorithm for multi-robot localization

Andrea Gasparri, Stefano Panzieri, Federica Pascucci

Journal:

Intelligent Service Robotics

Année:

2009

Langue:

english

Fichier:

PDF, 689 KB

english, 2009

38

Chronic intracerebroventricular injection of TLQP-21 prevents high fat diet induced weight gain in fast weight-gaining mice

Alessandro Bartolomucci, Elena Bresciani, Ilaria Bulgarelli, Antonello E. Rigamonti, Tiziana Pascucci, Andrea Levi, Roberta Possenti, Antonio Torsello, Vittorio Locatelli, Eugenio E. Muller, Anna Mole

Journal:

Genes & Nutrition

Année:

2009

Langue:

english

Fichier:

PDF, 330 KB

english, 2009

39

Molecular Basis of Kindler Syndrome in Italy: Novel and Recurrent Alu/Alu Recombination, Splice Site, Nonsense, and Frameshift Mutations in the KIND1 Gene

Has, Cristina, Wessagowit, Vesarat, Pascucci, Monica, Baer, Corinna, Didona, Biagio, Wilhelm, Christian, Pedicelli, Cristina, Locatelli, Andrea, Kohlhase, Jürgen, Ashton, Gabrielle H S

Journal:

The Journal of Investigative Dermatology

Année:

2006

Langue:

english

Fichier:

PDF, 275 KB

english, 2006

40

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci

Journal:

Central European Journal of Mathematics

Année:

2012

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2012

41

Superparabolic Functions Related to Second Order Hypoelliptic Operators

Ermanno Lanconelli, Andrea Pascucci

Journal:

Potential Analysis

Année:

1999

Langue:

english

Fichier:

PDF, 107 KB

english, 1999

42

Adolescents with cancer in Italy: Entry into the national cooperative paediatric oncology group AIEOP trials

Andrea Ferrari, Elisa Dama, Andrea Pession, Roberto Rondelli, Cristiana Pascucci, Franco Locatelli, Stefano Ferrari, Maurizio Mascarin, Franco Merletti, Giuseppe Masera, Maurizio Aricò, Guido Pastore

Journal:

European Journal of Cancer

Année:

2009

Langue:

english

Fichier:

PDF, 122 KB

english, 2009

43

Immunohistochemical identification and localization of orexin A and orexin type 2 receptor in the horse gastrointestinal tract

Cecilia Dall’Aglio, Luisa Pascucci, Francesca Mercati, Andrea Giontella, Vera Pedini, Piero Ceccarelli

Journal:

Research in Veterinary Science

Année:

2009

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2009

44

On the Cauchy Problem for a Nonlinear Kolmogorov Equation

Pascucci, Andrea, Polidoro, Sergio

Journal:

SIAM Journal on Mathematical Analysis

Année:

2003

Langue:

english

Fichier:

PDF, 212 KB

english, 2003

45

[UNITEXT] Calcolo stocastico per la finanza ||

Pascucci, Andrea

Année:

2008

Langue:

italian

Fichier:

PDF, 3.93 MB

italian, 2008

46

Diagnosis of dourine in outbreaks in Italy

Pascucci, Ilaria, Di Provvido, Andrea, Cammà, Cesare, Di Francesco, Gabriella, Calistri, Paolo, Tittarelli, Manuela, Ferri, Nicola, Scacchia, Massimo, Caporale, Vincenzo

Journal:

Veterinary Parasitology

Année:

2013

Langue:

english

Fichier:

PDF, 869 KB

english, 2013

47

Shoreline evolution related to coastal development of a managed beach in Alghero, Sardinia, Italy

Manca, Eleonora, Pascucci, Vincenzo, Deluca, Mario, Cossu, Andrea, Andreucci, Stefano

Journal:

Ocean & Coastal Management

Année:

2013

Langue:

english

Fichier:

PDF, 5.22 MB

english, 2013

48

The Obstacle Problem for a Class of Hypoelliptic Ultraparabolic Equations

Marco Di Francesco, Andrea Pascucci and Sergio Polidoro

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Année:

2008

Langue:

english

Fichier:

PDF, 1.45 MB

english, 2008

49

On the Complete Model with Stochastic Volatility by Hobson and Rogers

Marco di Francesco and Andrea Pascucci

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Année:

2004

Langue:

english

Fichier:

PDF, 322 KB

english, 2004

50

[IEEE Automation (MED 2010) - Marrakech, Morocco (2010.06.23-2010.06.25)] 18th Mediterranean Conference on Control and Automation, MED'10 - A RSSI-based technique for inter-distance computation in Multi-Robot Systems

Filoramo, Carlo, Gasparri, Andrea, Pascucci, Federica, Priolo, Attilio, Ulivi, Giovanni

Année:

2010

Langue:

english

Fichier:

PDF, 216 KB

english, 2010