Stefania Corsaro

Available identifiers

Publication	Date of Publication	Type
Quantile mortality modelling of multiple populations via neural networks	2024-05-24	Paper
Fused Lasso approach in portfolio selection	2021-11-08	Paper
Split Bregman iteration for multi-period mean variance portfolio optimization	2021-04-14	Paper
\(l_1\)-regularization for multi-period portfolio selection	2021-01-07	Paper
Adaptive \(l_1\)-regularization for short-selling control in portfolio selection	2019-06-13	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures	2018-10-30	Paper
A copula-based quantile model	2018-10-12	Paper
A parallel wavelet-based pricing procedure for Asian options	2018-09-19	Paper
Algorithm 944: Talbot Suite: parallel implementations of Talbot's method for the numerical inversion of Laplace transforms	2017-06-30	Paper
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters	2012-12-07	Paper
PARALLEL SIMULATION OF COMBUSTION IN COMMON RAIL DIESEL ENGINES BY ADVANCED NUMERICAL SOLUTION OF DETAILED CHEMISTRY	2012-01-01	Paper
On parallel asset-liability management in life insurance: a forward risk-neutral approach	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	2004-05-18	Paper

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