The following pages link to Rossella Agliardi (Q617035):
Displayed 28 items.
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- The quintessential option pricing formula under Lévy processes (Q735135) (← links)
- Pseudo-differential operators of infinite order on \({\mathcal D}_{L^2}^{\{\sigma\}}({\mathcal D}_{L^2}^{\{\sigma\}'})\) and applications to the Cauchy problem for some elementary operators (Q810773) (← links)
- Cauchy problem for nonlinear \(p\)-evolution equations (Q1028272) (← links)
- Fuzzy defaultable bonds (Q1043261) (← links)
- Fourier integral operators of infinite order on \({\mathcal D}_{L^2}^{\{\sigma\}}({\mathcal D}_{L^2}^{\{\sigma\}'})\) with an application to a certain Cauchy problem (Q1174515) (← links)
- A remark on a Cauchy problem in Gevrey classes (Q1331668) (← links)
- Cauchy problem for evolution equations of Schrödinger type (Q1614719) (← links)
- Asymmetric Choquet random walks and ambiguity aversion or seeking (Q1698987) (← links)
- Cauchy problem for \(p\)-evolution equations (Q1865003) (← links)
- Operators of \(p\)-evolution with nonregular coefficients in the time variable (Q1877853) (← links)
- Modeling uncertainty in limit order execution (Q2199482) (← links)
- Bond pricing under imprecise information (Q2359527) (← links)
- Options to expand and to contract in combination (Q2470332) (← links)
- Cauchy problem for some semilinear evolution equations in Gevrey classes (Q2568771) (← links)
- (Q2756112) (← links)
- Optimal hedging through limit orders (Q2816625) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
- A comprehensive structural model for defaultable fixed-income bonds (Q3005364) (← links)
- On some semilinear equations of Schrödinger type (Q4415548) (← links)
- The Cauchy problem for a class of Kovalevskian pseudo-differential operators (Q4441797) (← links)
- (Q4815722) (← links)
- (Q4855279) (← links)
- CAUCHY PROBLEM FOR NON-KOWALEVSKIAN EQUATIONS (Q4863941) (← links)
- The Effect of Vertical Relationships on Investment Timing (Q5013409) (← links)
- (Q5290167) (← links)
- (Q5348195) (← links)