The following pages link to Daniele Marazzina (Q255101):
Displaying 32 items.
- Optimal investment in research and development under uncertainty (Q255103) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Corrigendum to `Optimal investment, stochastic labor income and retirement' (Q422921) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- On relative performance, remuneration and risk taking of asset managers (Q1630431) (← links)
- Asset management, high water mark and flow of funds (Q1755819) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
- The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
- Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- Debt redemption fund and fiscal incentives (Q2685775) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185) (← links)
- Pricing Credit Derivatives in a Wiener–Hopf Framework (Q2920956) (← links)
- Pricing Discretely Monitored Asian Options by Maturity Randomization (Q3006713) (← links)
- Stability properties of discontinuous Galerkin methods for 2D elliptic problems (Q3515705) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
- (Q5291992) (← links)
- Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework (Q6192353) (← links)
