Available identifiers zbMath Open marazzina.daniele MaRDI QID Q255101
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv . We are working on additional sources - please check back here soon!
Publication Date of Publication Type Effect of labour income on the optimal bankruptcy problem 2024-06-04 Paper Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework 2024-02-12 Paper Health insurance, portfolio choice, and retirement incentives 2023-07-04 Paper Debt redemption fund and fiscal incentives 2023-02-23 Paper A new class of multidimensional Wishart-based hybrid models 2022-06-17 Paper On the application of Wishart process to the pricing of equity derivatives: the multi-asset case 2021-11-24 Paper Optimal investment strategies with a minimum performance constraint 2021-11-08 Paper Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms 2021-06-09 Paper Pricing methods for α -quantile and perpetual early exercise options based on Spitzer identities 2020-12-07 Paper The determinants of lapse rates in the Italian life insurance market 2020-11-04 Paper Hilbert transform, spectral filters and option pricing 2020-01-20 Paper Calibration and advanced simulation schemes for the Wishart stochastic volatility model 2019-09-26 Paper Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints 2019-06-18 Paper Asset management, high water mark and flow of funds 2019-01-11 Paper On relative performance, remuneration and risk taking of asset managers 2018-12-10 Paper A general framework for pricing Asian options under stochastic volatility on parallel architectures 2018-10-30 Paper Integrated structural approach to credit value adjustment 2018-10-30 Paper A parallel wavelet-based pricing procedure for Asian options 2018-09-19 Paper Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 2018-07-25 Paper Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 2016-10-07 Paper Optimal impulse control of a portfolio with a fixed transaction cost 2016-06-30 Paper Pricing exotic derivatives exploiting structure 2016-06-23 Paper Optimal investment in research and development under uncertainty 2016-03-09 Paper American option valuation in a stochastic volatility model with transaction costs 2015-07-29 Paper RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING 2015-05-11 Paper Pricing Credit Derivatives in a Wiener–Hopf Framework 2014-09-29 Paper Z -Transform and preconditioning techniques for option pricing2014-01-24 Paper hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES 2012-06-13 Paper Optimal investment, stochastic labor income and retirement 2012-06-11 Paper Corrigendum to `Optimal investment, stochastic labor income and retirement' 2012-05-18 Paper Pricing Discretely Monitored Asian Options by Maturity Randomization 2011-06-21 Paper Option pricing, maturity randomization and distributed computing 2010-09-02 Paper Stability properties of discontinuous Galerkin methods for 2D elliptic problems 2008-07-29 Paper https://portal.mardi4nfdi.de/entity/Q5291992 2007-06-19 Paper
Research outcomes over time
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