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Titolo Data di pubblicazione Autore(i) File
On a viscous-hydrodynamic model for semiconductors: numerical simulation and stability analysis 1-gen-2001 Ballestra, Luca Vincenzo; Micheletti, S.; Sacco, R.; Saleri, F.
Semiconductor device simulation using a viscous-hydrodynamic model 1-gen-2002 Ballestra, Luca Vincenzo; Micheletti, S.; Sacco, R.
Numerical solutions of a viscous-hydrodynamic model for semiconductors: the supersonic case 1-gen-2003 Ballestra, Luca Vincenzo; Saleri, F.
Numerical problems in semiconductor simulation using the hydrodynamic model: a second-order finite difference scheme 1-gen-2004 Ballestra, Luca Vincenzo; Sacco, R.
The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market 1-gen-2007 Ballestra, Luca Vincenzo; Pacelli, G.; Ferri, R.
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model 1-gen-2007 Ballestra, Luca Vincenzo; Pacelli, G.; Zirilli, F.
A numerical method to price European derivatives based on the one factor LIBOR Market Model of interest rates 1-gen-2008 Ballestra, Luca Vincenzo; Pacelli, G.; Zirilli, F.
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model 1-gen-2009 Ballestra, Luca Vincenzo; Pacelli, G.
On a variational formulation used in credit risk modeling 1-gen-2010 Pacelli, G.; Ballestra, Luca Vincenzo
The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element method approach 1-gen-2010 Ballestra, Luca Vincenzo; Sgarra, C.
Computing the survival probability density function in jump-diffusion models: A new approach based on radial basis functions 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
A Boundary Element Method to Price Time-Dependent Double Barrier Options 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
The constant elasticity of variance model: calibration, test and evidence from the Italian equity market 1-gen-2011 Ballestra, Luca Vincenzo; Pacelli, G.
A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications 1-gen-2012 Ballestra, Luca Vincenzo; Pacelli, G.
An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk 1-gen-2012 Ballestra, Luca Vincenzo; Ottaviani, M.; Pacelli, G.
Superconvergence of the finite element solutions of the Black–Scholes equation 1-gen-2013 Golbabai, A.; Ballestra, Luca Vincenzo; Ahmadian, D.
Stability switches and Hopf bifurcation in a Kaleckian model of business cycle 1-gen-2013 Ballestra, Luca Vincenzo; Guerrini, L.; Pacelli, G.
A numerical method to compute the volatility of the fractional Brownian motion implied by American options 1-gen-2013 Ballestra, Luca Vincenzo; Cecere, L.
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach 1-gen-2013 Ballestra, Luca Vincenzo; Pacelli, G.
Repeated spatial extrapolation: An extraordinarily efficient approach for option pricing 1-gen-2014 Ballestra, Luca Vincenzo
Mostrati risultati da 1 a 20 di 30
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