Rossella Agliardi

Available identifiers

zbMath Open agliardi.rossellaMaRDI QIDQ617035

List of research outcomes

Publication	Date of Publication	Type
A general framework for optimal stopping problems with two risk factors and real option applications	2024-07-30	Paper
The Effect of Vertical Relationships on Investment Timing	2021-11-30	Paper
Modeling uncertainty in limit order execution	2020-09-11	Paper
Asymmetric Choquet random walks and ambiguity aversion or seeking	2018-02-16	Paper
https://portal.mardi4nfdi.de/entity/Q5348195	2017-08-14	Paper
Bond pricing under imprecise information	2017-06-29	Paper
OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS	2017-03-30	Paper
Optimal hedging through limit orders	2016-08-25	Paper
A comprehensive mathematical approach to exotic option pricing	2012-09-11	Paper
A comprehensive structural model for defaultable fixed-income bonds	2011-06-07	Paper
Option pricing under some Lévy-like stochastic processes	2011-01-20	Paper
Fuzzy defaultable bonds	2009-12-07	Paper
The quintessential option pricing formula under Lévy processes	2009-10-14	Paper
Cauchy problem for nonlinear \(p\)-evolution equations	2009-06-30	Paper
Options to expand and to contract in combination	2008-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q5290167	2006-04-26	Paper
Cauchy problem for some semilinear evolution equations in Gevrey classes	2005-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4815722	2004-09-07	Paper
Operators of \(p\)-evolution with nonregular coefficients in the time variable	2004-08-19	Paper
The Cauchy problem for a class of Kovalevskian pseudo-differential operators	2004-01-07	Paper
On some semilinear equations of Schrödinger type	2003-08-06	Paper
Cauchy problem for \(p\)-evolution equations	2003-03-23	Paper
Cauchy problem for evolution equations of Schrödinger type	2002-09-08	Paper
Cauchy problem for some non-Kovalewskian equations	2002-02-21	Paper
CAUCHY PROBLEM FOR NON-KOWALEVSKIAN EQUATIONS	1996-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q4855279	1995-12-14	Paper
A remark on a Cauchy problem in Gevrey classes	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	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	1990-01-01	Paper

Research outcomes over time

This page was built for person: Rossella Agliardi