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1

Option-based risk management of a bond portfolio under regime switching interest rates

Fabio Antonelli,Alessandro Ramponi,Sergio Scarlatti

Journal:

Decisions in Economics and Finance

Année:

2013

Langue:

english

Fichier:

PDF, 492 KB

english, 2013

2

FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS

RAMPONI, ALESSANDRO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2012

Langue:

english

Fichier:

PDF, 372 KB

english, 2012

3

A REVIEW OF TECHNIQUES FOR THE ESTIMATION OF THE TERM STRUCTURE

MARANGIO, LIVIO, MASSIMO, MASSIMO, RAMPONI, ALESSANDRO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2002

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2002

4

ADAPTIVE AND MONOTONE SPLINE ESTIMATION OF THE CROSS-SECTIONAL TERM STRUCTURE

RAMPONI, ALESSANDRO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2003

Langue:

english

Fichier:

PDF, 768 KB

english, 2003

5

On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility

Ramponi, Alessandro

Journal:

Methodology and Computing in Applied Probability

Année:

2016

Langue:

english

Fichier:

PDF, 1.46 MB

english, 2016

6

[IEEE 2015 10th International Conference on Design & Technology of Integrated Systems in Nanoscale Era (DTIS) - Napoli, Italy (2015.4.21-2015.4.23)] 2015 10th International Conference on Design & Technology of Integrated Systems in Nanoscale Era (DTIS) - Automated characterization of TAS-MRAM test arrays

Grossi, Alessandro, Zambelli, Cristian, Olivo, Piero, Pellati, Paolo, Ramponi, Michele, Alvarez-Herault, Jeremy, Mackay, Ken

Année:

2015

Langue:

english

Fichier:

PDF, 497 KB

english, 2015

7

Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation

Ramponi, Alessandro, Scarlatti, Sergio

Journal:

International Journal of Risk Assessment and Management

Année:

2009

Langue:

english

Fichier:

PDF, 529 KB

english, 2009

8

Highly integrated lab-on-a-chip for fluorescence detection

Guduru, Surya S. K., Scotognella, Francesco, Chiasera, Alessandro, Sreeramulu, Valligatla, Criante, Luigino, Vishnubhatla, Krishna Chaitanya, Ferrari, Maurizio, Ramponi, Roberta, Lanzani, Guglielmo, V

Journal:

Optical Engineering

Année:

2016

Langue:

english

Fichier:

PDF, 2.97 MB

english, 2016

9

Expected shortfall: Heuristics and certificates

Ramponi, Federico Alessandro, Campi, Marco C.

Journal:

European Journal of Operational Research

Année:

2017

Langue:

english

Fichier:

PDF, 708 KB

english, 2017

10

Stochastic adaptive selection of weights in the simulated tempering algorithm

Alessandro Ramponi

Journal:

Statistical Methods & Applications

Année:

1998

Langue:

english

Fichier:

PDF, 1.25 MB

english, 1998

11

Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing

Alessandro Ramponi

Journal:

Methodology and Computing in Applied Probability

Année:

2011

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2011

12

Interaction between acylphosphatase and SERCA in SH-SY5Y cells

Cristina Cecchi, Gianfranco Liguri, Alessandro Pieri, Donatella Degl'Innocenti, Chiara Nediani, Claudia Fiorillo, Paolo Nassi, Giampietro Ramponi

Journal:

Molecular and Cellular Biochemistry

Année:

2000

Langue:

english

Fichier:

PDF, 556 KB

english, 2000

13

Oxidative Stress and Calcium Homeostasis in Dystrophic Skin Fibroblasts

Donatella Degl'Innocenti, Alessandro Pieri, Fabiana Rosati, Giampietro Ramponi

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 160 KB

english, 1999

14

Crystallisation and preliminary X-ray analysis of the ‘common-type’ acylphosphatase

Marjolein M.G.M. Thunnissen, Elisha G. Agango, Niccolò Taddei, Gianfranco Liguri, Cristina Cecchi, Alessandro Pieri, Giampietro Ramponi, Pär Nordlund

Journal:

Année:

1995

Langue:

english

Fichier:

PDF, 244 KB

english, 1995

15

Alteration of acylphosphatase levels in familial Alzheimer's disease fibroblasts with presenilin gene mutations

Gianfranco Liguri, Cristina Cecchi, Stefania Latorraca, Alessandro Pieri, Sandro Sorbi, Donatella Degl'Innocenti, Giampietro Ramponi

Journal:

Neuroscience Letters

Année:

1996

Langue:

english

Fichier:

PDF, 504 KB

english, 1996

16

Drosophila melanogaster acylphosphatase: A common ancestor for acylphosphatase isoenzymes of vertebrate species

Alessandro Pieri, Francesca Magherini, Gianfranco Liguri, Giovanni Raugei, Niccolò Taddei, Maria Pia Bozzetti, Cristina Cecchi, Giampietro Ramponi

Journal:

Année:

1998

Langue:

english

Fichier:

PDF, 626 KB

english, 1998

17

Metal oxide one dimensional photonic crystals made by RF sputtering and spin coating

Scotognella, Francesco, Chiasera, Alessandro, Criante, Luigino, Aluicio-Sarduy, Eduardo, Varas, Stefano, Pelli, Stefano, Łukowiak, Anna, Righini, Giancarlo C., Ramponi, Roberta, Ferrari, Maurizio

Journal:

Ceramics International

Année:

2015

Langue:

english

Fichier:

PDF, 757 KB

english, 2015

18

Oxidative Stress and Calcium Homeostasis in Dystrophic Skin Fibroblasts

Degl'Innocenti, Donatella, Pieri, Alessandro, Rosati, Fabiana, Ramponi, Giampietro

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 154 KB

english, 1999

19

Optical field enhanced nonlinear absorption and optical limiting properties of 1-D dielectric photonic crystal with ZnO defect

Valligatla, Sreeramulu, Chiasera, Alessandro, Varas, Stefano, Das, Pratyusha, Shivakiran Bhaktha, B.N., Łukowiak, Anna, Scotognella, Francesco, Narayana Rao, D., Ramponi, Roberta, Righini, Giancarlo C

Journal:

Optical Materials

Année:

2015

Langue:

english

Fichier:

PDF, 960 KB

english, 2015

20

SPIE Proceedings [SPIE Photonics West 2001 - Electronic Imaging - San Jose, CA (Saturday 20 January 2001)] Nonlinear Image Processing and Pattern Analysis XII - FPGA architecture for a videowall image processor

Skarabot, Alessandro, Ramponi, Giovanni, Buriola, Luigi, Dougherty, Edward R., Astola, Jaakko T.

Année:

2001

Langue:

english

Fichier:

PDF, 805 KB

english, 2001

21

SPIE Proceedings [SPIE Symposium on Integrated Optoelectronics - San Jose, CA (Thursday 20 January 2000)] Integrated Optics Devices IV - Second and third harmonic generation by cascading in a QPM LiNbO3 waveguide

Ramponi, Roberta, Osellame, Roberto, Marangoni, Marco, Russo, Vera, Giorgetti, Emilia, Chen, Xianfeng, Carta, Alessandro, Gelli, Francesca, Sottini, Stefano, Righini, Giancarlo C., Honkanen, Seppo

Année:

2000

Langue:

english

Fichier:

PDF, 1.17 MB

english, 2000

22

SPIE Proceedings [SPIE Electronic Imaging - San Jose, CA (Saturday 22 January 2000)] Nonlinear Image Processing XI - Image sequence processing for videowall visualization

Skarabot, Alessandro, Ramponi, Giovanni, Toffoli, Domenico, Dougherty, Edward R., Astola, Jaakko T.

Année:

2000

Langue:

english

Fichier:

PDF, 2.56 MB

english, 2000

23

An Automated Test Equipment for Characterization of emerging MRAM and RRAM arrays

Grossi, Alessandro, Zambelli, Cristian, Olivo, Piero, Pellati, Paolo, Ramponi, Michele, Wenger, Christian, Alvarez-Herault, Jeremy, Mackay, Ken

Journal:

IEEE Transactions on Emerging Topics in Computing

Année:

2016

Langue:

english

Fichier:

PDF, 1.14 MB

english, 2016

24

Partial ACL Tears: Anatomic Reconstruction Versus Nonanatomic Augmentation Surgery

Buda, Roberto, Ruffilli, Alberto, Parma, Alessandro, Pagliazzi, Gherardo, Luciani, Deianira, Ramponi, Laura, Castagnini, Francesco, Giannini, Sandro

Journal:

Année:

2013

Langue:

english

Fichier:

PDF, 211 KB

english, 2013

25

SPIE Proceedings [SPIE SPIE OPTO - San Francisco, California, United States (Saturday 28 January 2017)] Optical Components and Materials XIV - Tailoring the optical properties of one-dimensional (1D) photonic structures

Jiang, Shibin, Digonnet, Michel J. F., Chiasera, Alessandro, Criante, Luigino, Varas, Stefano, Della Valle, Giuseppe, Ramponi, Roberta, Ferrari, Maurizio, Kriegel, Ilka, Bellingeri, Michele, Cassi, Da

Année:

2017

Langue:

english

Fichier:

PDF, 334 KB

english, 2017

26

A general scenario theory for non-convex optimization and decision making

Campi, M. C., Garatti, Simone, Ramponi, Federico Alessandro

Journal:

IEEE Transactions on Automatic Control

Année:

2018

Langue:

english

Fichier:

PDF, 1.29 MB

english, 2018

27

Consistency of the Scenario Approach

Ramponi, Federico Alessandro

Journal:

SIAM Journal on Optimization

Année:

2018

Langue:

english

Fichier:

PDF, 614 KB

english, 2018

28

A rare case of multicentric synchronous bifrontal glioma in a young female. Diagnostic and therapeutic problems: a case report

Turola, Maria Cristina, Schivalocchi, Roberta, Ramponi, Vania, De Vito, Alessandro, Nanni, Maria Giulia, Frivoli, Giovanni Francesco

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 2.10 MB

english, 2009

29

SMO-M2 mutation does not support cell-autonomous Hedgehog activity in cerebellar granule cell precursors

Petroni, Marialaura, Sahùn Roncero, Maria, Ramponi, Valentina, Fabretti, Francesca, Nicolis Di Robilant, Vittoria, Moretti, Marta, Alfano, Vincenzo, Corsi, Alessandro, De Panfilis, Simone, Giubettini,

Journal:

Scientific Reports

Année:

2019

Langue:

english

Fichier:

PDF, 3.40 MB

english, 2019

30

SMO-M2 mutation does not support cell-autonomous Hedgehog activity in cerebellar granule cell precursors

Petroni, Marialaura, Sahùn Roncero, Maria, Ramponi, Valentina, Fabretti, Francesca, Nicolis Di Robilant, Vittoria, Moretti, Marta, Alfano, Vincenzo, Corsi, Alessandro, De Panfilis, Simone, Giubettini,

Journal:

Scientific Reports

Année:

2019

Fichier:

PDF, 3.40 MB

2019

31

Skull Metastasis From Uterine Leiomyosarcoma, a Rare Presentation for a Rare Tumor: A Case Report and Review of the Literature

Rizzo, Alessandro, Nigro, Maria Concetta, Ramponi, Vania, Gallo, Carmine, Perrone, Anna Myriam, De Iaco, Pierandrea, Frezza, Giovanni, Balestrini, Damiano, Di Benedetto, Maika, Morbiducci, Jarno, Pant

Journal:

Frontiers in Oncology

Année:

2020

Fichier:

PDF, 427 KB

2020