The following pages link to Carlo Sgarra (Q367372):
Displayed 32 items.
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Some results on correlation matrices for interest rates (Q637511) (← links)
- Correlation matrices of yields and total positivity (Q855558) (← links)
- Shift, slope and curvature for a class of yields correlation matrices (Q996318) (← links)
- \(L^ 2\)-stability near equilibrium of the solution of the homogeneous Boltzmann equation in the case of Maxwellian molecules (Q1117796) (← links)
- (Q1203285) (redirect page) (← links)
- Half-range completeness for the Fokker-Planck equation with an external force (Q1203286) (← links)
- Directions of coaxiality between pure strain and stress in linear elasticity (Q1371423) (← links)
- Rotations which make strain and stress coaxial (Q1390795) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- An exact analytical solution for discrete barrier options (Q2488504) (← links)
- Numerical analysis of a shock-wave solution of the Enskog equation obtained via a Monte Carlo method (Q2499923) (← links)
- (Q2888088) (← links)
- Comparison Results for GARCH Processes (Q2923429) (← links)
- The Risk Premium and the Esscher Transform in Power Markets (Q3119080) (← links)
- European option pricing with transaction costs and stochastic volatility: an asymptotic analysis (Q3467606) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- (Q4862533) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
- Esercizi di finanza matematica (Q5293251) (← links)
- Mathematical Finance: Theory Review and Exercises (Q5327415) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Mathematical Finance (Q6165753) (← links)