Stefania Corsaro

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
Quantile mortality modelling of multiple populations via neural networks Insurance Mathematics \& Economics	2024-05-24	Paper
Fused Lasso approach in portfolio selection Annals of Operations Research	2021-11-08	Paper
Split Bregman iteration for multi-period mean variance portfolio optimization Applied Mathematics and Computation	2021-04-14	Paper
\(l_1\)-regularization for multi-period portfolio selection Annals of Operations Research	2021-01-07	Paper
Adaptive \(l_1\)-regularization for short-selling control in portfolio selection Computational Optimization and Applications	2019-06-13	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures European Journal of Operational Research	2018-10-30	Paper
A copula-based quantile model Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper
A parallel wavelet-based pricing procedure for Asian options Quantitative Finance	2018-09-19	Paper
Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms ACM Transactions on Mathematical Software	2017-06-30	Paper
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters Computational Management Science	2012-12-07	Paper
PARALLEL SIMULATION OF COMBUSTION IN COMMON RAIL DIESEL ENGINES BY ADVANCED NUMERICAL SOLUTION OF DETAILED CHEMISTRY Applied and Industrial Mathematics in Italy	2012-01-01	Paper
On parallel asset-liability management in life insurance: a forward risk-neutral approach Parallel Computing	2010-09-02	Paper
On high-performance software development for the numerical simulation of life insurance policies	2008-07-29	Paper
Linear co-volume scheme for anisotropic curvature driven motions Numerical Mathematics and Advanced Applications	2004-05-18	Paper

Research outcomes over time

This page was built for person: Stefania Corsaro