The following pages link to Francesco Giuseppe Cordoni (Q2071970):
Displaying 30 items.
- (Q462405) (redirect page) (← links)
- (Q1736183) (redirect page) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions (Q517975) (← links)
- Stabilization of bilateral teleoperators with asymmetric stochastic delay (Q826831) (← links)
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Discrete stochastic port-Hamiltonian systems (Q2071971) (← links)
- Stochastic port-Hamiltonian systems (Q2083230) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046) (← links)
- Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion (Q2234313) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Uncertainty in firm valuation and a cross-sectional misvaluation measure (Q2694766) (← links)
- Optimal control of stochastic FitzHugh–Nagumo equation (Q2807890) (← links)
- TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING (Q2867720) (← links)
- ASYMPTOTIC EXPANSION FOR THE CHARACTERISTIC FUNCTION OF A MULTISCALE STOCHASTIC VOLATILITY MODEL (Q2923239) (← links)
- Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
- (Q3195629) (← links)
- (Q5250200) (← links)
- Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems (Q6049872) (← links)
- Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks (Q6082378) (← links)
- A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition (Q6198018) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)
- Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Consistent causal inference for high-dimensional time series (Q6664676) (← links)
