The following pages link to Graziella Pacelli (Q426958):
Displaying 32 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- Computing survival probabilities based on stochastic differential models (Q464647) (← links)
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Valuing risky debt: a new model combining structural information with the reduced-form approach (Q743165) (← links)
- Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering (Q870709) (← links)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- (Q1281963) (redirect page) (← links)
- Inverse problem for a class of two-dimensional diffusion equations with piecewise constant coefficients (Q1281964) (← links)
- Fractional programming and characterization of some vertices of the feasible region (Q1321419) (← links)
- Monotone variable-metric algorithm for linearly constrained nonlinear programming (Q1579655) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Optimization of a linear fractional function on a hypersphere of an affine space (Q1893317) (← links)
- Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- Stability switches and Hopf bifurcation in a Kaleckian model of business cycle (Q2318975) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
- An interior point algorithm for global optimal solutions and KKT points (Q2770190) (← links)
- Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology (Q2932621) (← links)
- Una caratterizzazione di un indice equivalente al valore attuale (Q3035106) (← links)
- On some nonlinear boundary value problem on the poincaré disc with discontinuous data—II (Q3041625) (← links)
- A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model (Q3395728) (← links)
- (Q3819506) (← links)
- (Q4352298) (← links)
- A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081) (← links)
- Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavity (Q5316037) (← links)
- (Q5448381) (← links)
