The following pages link to Andrea Pascucci (Q432230):
Displayed 24 items.
- Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
- (Q4786640) (← links)
- Hölder regularity for a Kolmogorov equation (Q4787444) (← links)
- A priori estimates for quasilinear degenerate parabolic equations (Q4787497) (← links)
- On the Harnack inequality for a class of hypoelliptic evolution equations (Q4813853) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- Teoria della Probabilità (Q5119156) (← links)
- Analytical Expansions for Parabolic Equations (Q5264986) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS (Q5315546) (← links)
- LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (Q5371136) (← links)
- LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
- (Q5424044) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- (Q5447271) (← links)
- (Q5702829) (← links)
- (Q5713276) (← links)
- Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
- Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)
- Sobolev embeddings for kinetic Fokker-Planck equations (Q6119956) (← links)
- Backward and forward filtering under the weak Hörmander condition (Q6163564) (← links)
- Teoria della Probabilità (Q6185881) (← links)
- Strong regularization by noise for kinetic SDEs (Q6405518) (← links)