| Publication | Date of Publication | Type |
|---|
A general framework for optimal stopping problems with two risk factors and real option applications
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
The effect of vertical relationships on investment timing
International Game Theory Review | 2021-11-30 | Paper |
Modeling uncertainty in limit order execution
Communications in Nonlinear Science and Numerical Simulation | 2020-09-11 | Paper |
Asymmetric Choquet random walks and ambiguity aversion or seeking
Theory and Decision | 2018-02-16 | Paper |
| Boundary-value problems for PDEs arising in the valuation of structured financial products | 2017-08-14 | Paper |
Bond pricing under imprecise information
Operational Research. An International Journal | 2017-06-29 | Paper |
Optimal trading strategies with limit orders
International Journal of Theoretical and Applied Finance | 2017-03-30 | Paper |
Optimal hedging through limit orders
Stochastic Models | 2016-08-25 | Paper |
A comprehensive mathematical approach to exotic option pricing
Mathematical Methods in the Applied Sciences | 2012-09-11 | Paper |
A comprehensive structural model for defaultable fixed-income bonds
Quantitative Finance | 2011-06-07 | Paper |
Option pricing under some Lévy-like stochastic processes
Applied Mathematics Letters | 2011-01-20 | Paper |
Fuzzy defaultable bonds
Fuzzy Sets and Systems | 2009-12-07 | Paper |
The quintessential option pricing formula under Lévy processes
Applied Mathematics Letters | 2009-10-14 | Paper |
Cauchy problem for nonlinear \(p\)-evolution equations
Bulletin des Sciences Mathématiques | 2009-06-30 | Paper |
Options to expand and to contract in combination
Applied Mathematics Letters | 2008-02-14 | Paper |
| Gevrey classes and \(p\)-evolution equations | 2006-04-26 | Paper |
Cauchy problem for some semilinear evolution equations in Gevrey classes
Ricerche di Matematica | 2005-10-19 | Paper |
| scientific article; zbMATH DE number 2099189 (Why is no real title available?) | 2004-09-07 | Paper |
Operators of \(p\)-evolution with nonregular coefficients in the time variable
Journal of Differential Equations | 2004-08-19 | Paper |
The Cauchy problem for a class of Kovalevskian pseudo-differential operators
Proceedings of the American Mathematical Society | 2004-01-07 | Paper |
On some semilinear equations of Schrödinger type
MATHEMATICA SCANDINAVICA | 2003-08-06 | Paper |
Cauchy problem for \(p\)-evolution equations
Bulletin des Sciences Mathématiques | 2003-03-23 | Paper |
Cauchy problem for evolution equations of Schrödinger type
Journal of Differential Equations | 2002-09-08 | Paper |
Cauchy problem for some non-Kovalewskian equations
Annali dell'Università di Ferrara. Nuova Serie. Sezione VII | 2002-02-21 | Paper |
CAUCHY PROBLEM FOR NON-KOWALEVSKIAN EQUATIONS
International Journal of Mathematics | 1996-09-03 | Paper |
| scientific article; zbMATH DE number 814597 (Why is no real title available?) | 1995-12-14 | Paper |
A remark on a Cauchy problem in Gevrey classes
Ricerche di Matematica | 1995-05-29 | Paper |
Fourier integral operators of infinite order on \({\mathcal D}_{L^2}^{\{\sigma\}}({\mathcal D}_{L^2}^{\{\sigma\}'})\) with an application to a certain Cauchy problem
Rendiconti del Seminario Matematico della Università di Padova | 1992-06-25 | Paper |
Fourier integral operators of infinite order on \({\mathcal D}_{L^2}^{\{\sigma\}}({\mathcal D}_{L^2}^{\{\sigma\}'})\) with an application to a certain Cauchy problem
Rendiconti del Seminario Matematico della Università di Padova | 1992-06-25 | Paper |
Pseudo-differential operators of infinite order on \({\mathcal D}_{L^2}^{\{\sigma\}}({\mathcal D}_{L^2}^{\{\sigma\}'})\) and applications to the Cauchy problem for some elementary operators
Annali di Matematica Pura ed Applicata. Serie Quarta | 1990-01-01 | Paper |
