Sfoglia per Autore
On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations
1987-01-01 Gaudenzi, Marcellino
trasformation theorem for periodic solutions of nondissipative systems
1990-01-01 J., Andres; Gaudenzi, Marcellino; Zanolin, Fabio
On the Sturm-Picone theorem for n-th order differential equations
1990-01-01 Gaudenzi, Marcellino
On the comparison of the m-th eigenvalue for the equation Ly+lq(x)y=0
1991-01-01 Gaudenzi, Marcellino
ORDINARY DIFFERENTIAL EQUATIONS AND DELAY EQUATIONS
1992-01-01 Gaudenzi, Marcellino
On the solvability of n-th order boundary value problems between two eigenvalues
1992-01-01 Gaudenzi, Marcellino; Zanolin, Fabio
Comparison and integral comparison theorems for linear differential equations
1994-01-01 Gaudenzi, Marcellino
On the Sturm Theorem for n-th order equations with weight of non constant sign
1996-01-01 Gaudenzi, Marcellino
Fucik Spectrum for a third order equation
1996-01-01 Gaudenzi, Marcellino; Patrich, Habets
On the existence of infinitely many solutions of n-th order boubdary value problems
1997-01-01 DE COSTER, C; Gaudenzi, Marcellino
Existence and comparison of eigenvalues for linear differential equations of order n
1998-01-01 Gaudenzi, Marcellino
On the solvability of nonselfadjoint symmetric boundary value problems
1998-01-01 Gaudenzi, Marcellino
Boundary value problems for linear monotone cyclic feedback systems
1998-01-01 Gaudenzi, Marcellino
Nonselfadjoint 4-th order boundary value problems
1998-01-01 Gaudenzi, Marcellino; Patrick, Habets
On the number of the zeros of solutions of a linear differential equation
1998-01-01 Gaudenzi, Marcellino
Opzioni alternate a doppia barriera in ambito discreto
1999-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Opzioni alternate a doppia barriera in ambito discreto (Alternate Double Barrier Option Pricing in a Discrete Framework)
1999-01-01 Gaudenzi, Marcellino; Pressacco, Flavio
Existence and multiplicity of positive solutions for boundary value problems of 2nd order ODE
1999-01-01 Gaudenzi, Marcellino; P., Habets
A new binomial pricing for fixed strike options
2000-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Su una nuova procedura per il prezzamento di opzioni con il metodo binomiale (On a new algorithm for binomial option pricing)
2000-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
On the derivation of the differential equations arising in option pricing
2000-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
Binomial methods for pricing american options
2001-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Barrier Options: an approach by finite state systems of Black-Scholes equations
2001-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
Positive solutions of singular boundary value problems with indefinite weight
2002-01-01 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
Positive solutions for superlinear boundary value problems with singular indefinite weight
2003-01-01 Gaudenzi, Marcellino; Habets, P.; Zanolin, Fabio
Reduction of American Barrier Options to the European Case
2003-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
An example of a superlinear problem with multiple positive solutions
2003-01-01 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
American call barrier options
2003-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
An efficient binomial method for pricing American options
2003-01-01 Gaudenzi, Marcellino; Pressacco, Flavio
High Precision Pricing and Hedging of American Put Options: New Insights
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Antonino, Zanette; Ziani, Laura
Reduction of American call barrier options to the European case
2004-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
High precision pricing and hedging of American put options: new insights on lattice based methods
2004-01-01 Gaudenzi, Marcellino; Pressacco, Flavio; Zanette, A; Ziani, Laura
High precision pricing and hedging of American put options
2004-01-01 Gaudenzi, M; Pressacco, Flavio; Zanette, A; Ziani, Laura
A seven-positive-solutions theorem for a superlinear problem
2004-01-01 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
Efficient binomial algorithms for pricing American Asian options
2005-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
A new binomial algorithm for pricing American pathdependent options
2006-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD
2006-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta
New insights on testing the efficiency of methods of pricing and hedging American options
2008-01-01 Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
Pricing American barrier options with discrete dividends by binomial trees
2009-01-01 Gaudenzi, Marcellino; Zanette, Antonino
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
2009-01-01 Costabile, M; Gaudenzi, Marcellino; Massabò, I; Zanette, Antonino
Counting paths an a chessbord with a barrier
2010-01-01 Gaudenzi, Marcellino
The Singular Points Binomial Method for pricing American path-dependent options
2010-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
Pricing cliquet options by tree methods
2011-01-01 Gaudenzi, Marcellino; Zanette, Antonino
Pricing Ratchet equirty-indexed annuities with early surrender risk in a CIR++ model.
2013-01-01 Wei, X; Gaudenzi, Marcellino; Zanette, Antonino
The Binomial Interpolated Lattice Method for Step Double Barrier Options
2014-01-01 Appolloni, E; Gaudenzi, Marcellino; Zanette, Antonino
Efficient derivatives evaluation under a jump-diffusion process
2015-01-01 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
A Generalized Approach for the Modeling of Goodwin-Type Cycles
2016-01-01 Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
Fair evaluation of life insurance policies with periodic rebalancing between asset portfolios and interest rate guarantee
2017-01-01 Costabile, Massimo; Gaudenzi, Marcellino
Fast binomial procedures for pricing Parisian/ParAsian options
2017-01-01 Gaudenzi, Marcellino; Zanette, Antonino
Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences
2018-01-01 Gaudenzi, Marcellino; Vellekoop, Michel
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