The following pages link to Stefano Pagliarani (Q432229):
Displaying 20 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Approximations for Asian options in local volatility models (Q455879) (← links)
- Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Local densities for a class of degenerate diffusions (Q2179637) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- Adjoint Expansions in Local Lévy Models (Q2873128) (← links)
- Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
- The short‐time behavior of VIX‐implied volatilities in a multifactor stochastic volatility framework (Q5241568) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)
- Optimal Schauder estimates for kinetic Kolmogorov equations with time measurable coefficients (Q6509830) (← links)
