Graziella Pacelli

Available identifiers

zbMath Open pacelli.graziellaMaRDI QIDQ426958

List of research outcomes

Publication	Date of Publication	Type
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle	2019-08-16	Paper
Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market	2018-11-19	Paper
A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance	2018-11-13	Paper
From insurance risk to credit portfolio management: a new approach to pricing CDOs	2018-11-13	Paper
Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach	2018-11-01	Paper
A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion	2017-02-10	Paper
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications	2016-12-13	Paper
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology	2014-12-03	Paper
Computing survival probabilities based on stochastic differential models	2014-10-28	Paper
Valuing risky debt: a new model combining structural information with the reduced-form approach	2014-09-22	Paper
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate	2014-04-30	Paper
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk	2014-04-14	Paper
Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions	2013-03-25	Paper
A boundary element method to price time-dependent double barrier options	2012-06-13	Paper
A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model	2009-09-13	Paper
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term	2009-03-09	Paper
A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates	2009-03-04	Paper
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory	2008-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q5448381	2008-03-20	Paper
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering	2007-03-14	Paper
Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavity	2005-09-12	Paper
A hybrid method for pricing European options based on multiple assets with transaction costs	2002-09-04	Paper
An interior point algorithm for global optimal solutions and KKT points	2002-02-07	Paper
Monotone variable-metric algorithm for linearly constrained nonlinear programming	2001-06-24	Paper
Inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients	1999-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4352298	1997-08-28	Paper
Optimization of a linear fractional function on a hypersphere of an affine space	1995-07-03	Paper
Fractional programming and characterization of some vertices of the feasible region	1994-04-27	Paper
Una caratterizzazione di un indice equivalente al valore attuale	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3819506	1987-01-01	Paper
On some nonlinear boundary value problem on the poincaré disc with discontinuous data—II	1986-01-01	Paper

Research outcomes over time

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