GAUDENZI, Marcellino

GAUDENZI, Marcellino  

DIES - DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE  

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Risultati 1 - 20 di 55 (tempo di esecuzione: 0.021 secondi).
Titolo Data di pubblicazione Autore(i) File
A new binomial algorithm for pricing American pathdependent options 1-gen-2006 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
A new binomial pricing for fixed strike options 1-gen-2000 Pressacco, Flavio; Gaudenzi, Marcellino
A seven-positive-solutions theorem for a superlinear problem 1-gen-2004 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
American call barrier options 1-gen-2003 Gaudenzi, Marcellino; Piccinini, Livio Clemente
An efficient binomial method for pricing American options 1-gen-2003 Gaudenzi, Marcellino; Pressacco, Flavio
An example of a superlinear problem with multiple positive solutions 1-gen-2003 Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
Appendix to: Efficient European and American Option Pricing Under a Jump-diffusion Process 1-gen-2020 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
Barrier Options: an approach by finite state systems of Black-Scholes equations 1-gen-2001 Gaudenzi, Marcellino; Piccinini, Livio Clemente
Binomial methods for pricing american options 1-gen-2001 Pressacco, Flavio; Gaudenzi, Marcellino
Boundary value problems for linear monotone cyclic feedback systems 1-gen-1998 Gaudenzi, Marcellino
Comparison and integral comparison theorems for linear differential equations 1-gen-1994 Gaudenzi, Marcellino
Counting paths an a chessbord with a barrier 1-gen-2010 Gaudenzi, Marcellino
Efficient binomial algorithms for pricing American Asian options 1-gen-2005 Gaudenzi, Marcellino; Lepellere, Maria Antonietta; Zanette, Antonino
Efficient derivatives evaluation under a jump-diffusion process 1-gen-2015 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
Efficient European and American Option Pricing Under a Jump-diffusion Process 1-gen-2020 Gaudenzi, Marcellino; Spangaro, Alice; Stucchi, Patrizia
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model 1-gen-2009 Costabile, M; Gaudenzi, Marcellino; Massabò, I; Zanette, Antonino
Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices 1-gen-2022 Vellekoop, Michel; Gaudenzi, Marcellino
Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences 1-gen-2018 Gaudenzi, Marcellino; Vellekoop, Michel
Existence and comparison of eigenvalues for linear differential equations of order n 1-gen-1998 Gaudenzi, Marcellino
Existence and multiplicity of positive solutions for boundary value problems of 2nd order ODE 1-gen-1999 Gaudenzi, Marcellino; P., Habets