| Publication | Date of Publication | Type |
|---|
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion
Communications in Nonlinear Science and Numerical Simulation | 2023-02-16 | Paper |
A lattice approach to evaluate participating policies in a stochastic interest rate framework
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
A note on posterior tight worst-case bounds for longest processing time schedules
4OR | 2019-06-21 | Paper |
A shifted tree model for the efficient evaluation of options with fixed dividends
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Computing finite-time survival probabilities using multinomial approximations of risk models
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem
Journal of Scheduling | 2016-05-12 | Paper |
Option pricing under regime-switching jump-diffusion models
Journal of Computational and Applied Mathematics | 2015-06-16 | Paper |
Fair valuation of equity-linked policies under insurer default risk
North American Actuarial Journal | 2014-07-19 | Paper |
A multistage stochastic programming approach for capital budgeting problems under uncertainty
IMA Journal of Management Mathematics | 2013-03-12 | Paper |
On pricing contingent claims under the double Heston model
International Journal of Theoretical and Applied Finance | 2012-10-15 | Paper |
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
On pricing arithmetic average reset options with multiple reset dates in a lattice framework
Journal of Computational and Applied Mathematics | 2011-08-02 | Paper |
A binomial approximation for two-state Markovian HJM models
Review of Derivatives Research | 2011-05-27 | Paper |
Computationally simple lattice methods for option and bond pricing
Decisions in Economics and Finance | 2009-11-16 | Paper |
Moment based approaches to Value the Risk of contingent claim portfolios
Annals of Operations Research | 2009-06-25 | Paper |
A binomial model for valuing equity-linked policies embedding surrender options
Insurance Mathematics \& Economics | 2008-06-25 | Paper |
scientific article; zbMATH DE number 1444525 (Why is no real title available?)
| 2000-06-22 | Paper |
Degree theory for equivariant maps, the general 𝑆¹-action
Memoirs of the American Mathematical Society | 1993-04-19 | Paper |
Semilinear elliptic equations with the primitive of the nonlinearity interacting with the first eigenvalue
Journal of Mathematical Analysis and Applications | 1992-06-25 | Paper |
scientific article; zbMATH DE number 4171963 (Why is no real title available?)
| 1990-01-01 | Paper |
Degree Theory for Equivariant Maps. I
| 1989-01-01 | Paper |
On the théorème fondamental of J. Leray and J. Schauder
Colloquium Mathematicum | 1989-01-01 | Paper |
Lipschitz and Darbo conditions for the superposition operator in ideal spaces
Annali di Matematica Pura ed Applicata. Serie Quarta | 1988-01-01 | Paper |
scientific article; zbMATH DE number 3969698 (Why is no real title available?)
| 1986-01-01 | Paper |
On the Covering Dimension of the Set of Solutions of Some Nonlinear Equations
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3969722 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4013567 (Why is no real title available?)
| 1986-01-01 | Paper |
Structure and Dimension of Global Branches of Solutions to Multiparameter Nonlinear Equations
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3944641 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 4028450 (Why is no real title available?)
| 1985-01-01 | Paper |
On the connectivity properties of the solution set of parametrized families of compact vector fields
Journal of Functional Analysis | 1984-01-01 | Paper |
A Global Description of the Periodic Solutions of Some Ordinary Differential Equations
Journal of the London Mathematical Society | 1984-01-01 | Paper |
Global several-parameter bifurcation and continuation theorems: a unified approach via complementing maps
Mathematische Annalen | 1983-01-01 | Paper |
Complementing maps, continuation and global bifurcation
Bulletin of the American Mathematical Society | 1983-01-01 | Paper |
Irreducible continua of solutions for Birkhoff-Kellogg type equations
Nonlinear Analysis: Theory, Methods & Applications | 1983-01-01 | Paper |
Sulla struttura topologica di rami di soluzioni di equazioni nonlineari in spazi di Banach
Rendiconti del Seminario Matematico e Fisico di Milano | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3778399 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3757159 (Why is no real title available?)
| 1981-01-01 | Paper |
Set-valued perturbations of differential equations at resonance
Nonlinear Analysis: Theory, Methods & Applications | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3714167 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3684133 (Why is no real title available?)
| 1980-01-01 | Paper |
Positive eigenvectors of k-set contractions
Nonlinear Analysis: Theory, Methods & Applications | 1979-01-01 | Paper |
Elliptic eigenvalue problems with discontinuous nonlinearities
Journal of Mathematical Analysis and Applications | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3610159 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3549705 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3551584 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3553404 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3481339 (Why is no real title available?)
| 1974-01-01 | Paper |
Estensioni di una struttura paracomplessa su un corpo algebricamente chiuso ad un suo ampliamento trascendente semplice
Rendiconti del Seminario Matematico della Università di Padova | 1973-01-01 | Paper |
