GAUDENZI, Marcellino
GAUDENZI, Marcellino
DIES - DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE
A Generalized Approach for the Modeling of Goodwin-Type Cycles
2016-01-01 Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
A new binomial algorithm for pricing American pathdependent options
2006-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
A new binomial pricing for fixed strike options
2000-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
A seven-positive-solutions theorem for a superlinear problem
2004-01-01 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
An example of a superlinear problem with multiple positive solutions
2003-01-01 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
Appendix to: Efficient European and American Option Pricing Under a Jump-diffusion Process
2020-01-01 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
Barrier Options: an approach by finite state systems of Black-Scholes equations
2001-01-01 Gaudenzi, Marcellino; Piccinini, Livio Clemente
Binomial methods for pricing american options
2001-01-01 Pressacco, Flavio; Gaudenzi, Marcellino
Boundary value problems for linear monotone cyclic feedback systems
1998-01-01 Gaudenzi, Marcellino
Comparison and integral comparison theorems for linear differential equations
1994-01-01 Gaudenzi, Marcellino
Counting paths an a chessbord with a barrier
2010-01-01 Gaudenzi, Marcellino
Efficient binomial algorithms for pricing American Asian options
2005-01-01 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
Efficient derivatives evaluation under a jump-diffusion process
2015-01-01 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
Efficient European and American Option Pricing Under a Jump-diffusion Process
2020-01-01 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
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
Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices
2022-01-01 Vellekoop, Michel; Gaudenzi, Marcellino
Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences
2018-01-01 Gaudenzi, Marcellino; Vellekoop, Michel
Existence and comparison of eigenvalues for linear differential equations of order n
1998-01-01 Gaudenzi, Marcellino