| Publication | Date of Publication | Type |
|---|
An implicit DG solver for incompressible two-phase flows with an artificial compressibility formulation
(available as arXiv preprint) | N/A | Paper |
On the ergodicity of a three-factor CIR model
(available as arXiv preprint) | N/A | Paper |
An asymptotic-preserving scheme for Euler equations I: non-ideal gases
(available as arXiv preprint) | N/A | Paper |
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting
Annals of Operations Research | 2026-08-27 | Paper |
Cost and severity of natural catastrophes in extreme events: implications for society and insurances
Annals of Operations Research | 2026-08-27 | Paper |
Optimized high-order IMEX-RK schemes for degenerate diffusion-reaction problems with application to travelling waves phenomena
(available as arXiv preprint) | 2026-06-14 | Paper |
Wasserstein ergodicity of a Chen-type model with correlated noise
SIAM Journal on Financial Mathematics | 2026-05-28 | Paper |
Optimized high-order IMEX-RK schemes for degenerate diffusion-reaction problems with application to travelling waves phenomena
(available as arXiv preprint) | 2026-01-01 | Paper |
Impact of curved elements for flows over orography with a discontinuous Galerkin scheme
Journal of Computational Physics | 2024-11-15 | Paper |
| Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions | 2024-09-24 | Paper |
Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
Mathematics and Financial Economics | 2024-08-28 | Paper |
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
Journal of Computational and Applied Mathematics | 2024-08-01 | Paper |
Forecasting portfolio returns with skew-geometric Brownian motions
Applied Stochastic Models in Business and Industry | 2024-07-29 | Paper |
On extensive dynamics of a Cournot heterogeneous model with optimal response
Chaos | 2024-06-24 | Paper |
Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach
Communications in Nonlinear Science and Numerical Simulation | 2024-01-23 | Paper |
| On the evolution equations of interfacial variables in two-phase flows | 2023-07-11 | Paper |
| An example of nonlinear dynamical system: the logistic map | 2022-11-15 | Paper |
| Bifurcations | 2022-11-15 | Paper |
| Chaos | 2022-11-15 | Paper |
| Embedding dimension and mutual information | 2022-11-15 | Paper |
| Recurrence quantification analysis: theory and applications | 2022-11-15 | Paper |
| Trade-cycle oscillations: the Kaldor model and the Keynesian Hansen-Samuelson principle of acceleration and multiplier | 2022-11-15 | Paper |
| The Harrod model | 2022-11-15 | Paper |
| Growth and cycles as a struggle: Lotka-Volterra, Goodwin and Phillips | 2022-11-15 | Paper |
| Kaldor-Kalecki new model on business cycles | 2022-11-15 | Paper |
| An empirical test of Harrod's model | 2022-11-15 | Paper |
Dynamical systems
Nonlinearities in Economics | 2022-11-15 | Paper |
Foreign exchange options on Heston-CIR model under L\'{e}vy process framework
(available as arXiv preprint) | 2022-08-08 | Paper |
A filtering monotonization approach for DG discretizations of hyperbolic problems
(available as arXiv preprint) | 2022-04-19 | Paper |
Modern Financial Engineering
Topics in Systems Engineering | 2022-02-14 | Paper |
An improved Barone-Adesi Whaley formula for turbulent markets
Journal of Computational and Applied Mathematics | 2022-02-11 | Paper |
Interest rates forecasting: between hull and white and the CIR\# -- how to make a single-factor model work
Journal of Forecasting | 2021-11-25 | Paper |
An efficient IMEX-DG solver for the compressible Navier-Stokes equations for non-ideal gases
(available as arXiv preprint) | 2021-11-25 | Paper |
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Decisions in Economics and Finance | 2021-08-10 | Paper |
| An efficient and accurate implicit DG solver for the incompressible Navier-Stokes equations | 2021-07-16 | Paper |
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
On the approximation of the Black and Scholes call function
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Recurrence quantification analysis on a Kaldorian business cycle model
Nonlinear Dynamics | 2020-05-27 | Paper |
A review on implied volatility calculation
Journal of Computational and Applied Mathematics | 2017-08-28 | Paper |
