المؤلفون: Craddock, Mark, Grasselli, Martino, Mazzoran, Andrea

مصطلحات موضوعية: Mathematics - Analysis of PDEs, Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2311.12177

المؤلفون: Bonesini, Ofelia, Callegaro, Giorgia, Grasselli, Martino, Pagès, Gilles

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, Mathematics - Probability, 60G22, 65C20, 91G20, 91G60, 91G80

URL الوصول: http://arxiv.org/abs/2306.02708

المؤلفون: Craddock, Mark, Grasselli, Martino, Mazzoran, Andrea

المصدر: Boundary Value Problems ; volume 2025, issue 1 ; ISSN 1687-2770

الاتاحة: https://doi.org/10.1186/s13661-024-01989-2
https://link.springer.com/content/pdf/10.1186/s13661-024-01989-2.pdf
https://link.springer.com/article/10.1186/s13661-024-01989-2/fulltext.html

المؤلفون: Callegaro, Giorgia, Gnoatto, Alessandro, Grasselli, Martino

مصطلحات موضوعية: Mathematics - Numerical Analysis, Mathematics - Probability, Quantitative Finance - Mathematical Finance, 65C30, 65C40, 60H20

URL الوصول: http://arxiv.org/abs/2105.09276

المؤلفون: Grasselli, Martino, Mazzoran, Andrea, Pallavicini, Andrea

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2012.08353

المؤلفون: Garcin, Matthieu, Grasselli, Martino

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Quantitative Finance - Mathematical Finance, 60F10, 91G99, 91B25

URL الوصول: http://arxiv.org/abs/2008.07822

المؤلفون: Callegaro, Giorgia, Fontana, Claudio, Grasselli, Martino, Runggaldier, Wolfgang J., Vargiolu, Tiziano

المساهمون: Università degli Studi di Padova

المصدر: Annals of Operations Research ; volume 336, issue 1-2, page 1-2 ; ISSN 0254-5330 1572-9338

الاتاحة: http://dx.doi.org/10.1007/s10479-024-05959-w
https://link.springer.com/content/pdf/10.1007/s10479-024-05959-w.pdf
https://link.springer.com/article/10.1007/s10479-024-05959-w/fulltext.html

المؤلفون: Alfeus, Mesias, Grasselli, Martino, Schlögl, Erik

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/1809.06643

المؤلفون: Gnoatto, Alessandro, Grasselli, Martino, Platen, Eckhard

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities

URL الوصول: http://arxiv.org/abs/1608.04683

المؤلفون: Gnoatto, Alessandro, Grasselli, Martino

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Mathematics - Probability, Quantitative Finance - Computational Finance, 91G20, 91G30

URL الوصول: http://arxiv.org/abs/1302.7246

المؤلفون: Da Fonseca, José, Gnoatto, Alessandro, Grasselli, Martino

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Quantitative Finance - Computational Finance

URL الوصول: http://arxiv.org/abs/1203.4786

المؤلفون: De Col, Alvise, Gnoatto, Alessandro, Grasselli, Martino

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities

URL الوصول: http://arxiv.org/abs/1201.1782

المؤلفون: Gnoatto, Alessandro, Grasselli, Martino

مصطلحات موضوعية: Quantitative Finance - Pricing of Securities, Mathematics - Probability, Quantitative Finance - Computational Finance, Quantitative Finance - Risk Management, 65C30, 60H35, 91B70

URL الوصول: http://arxiv.org/abs/1107.2748

المؤلفون: Grasselli, Martino^1,2 (AUTHOR), Mazzoran, Andrea¹ (AUTHOR), Pallavicini, Andrea³ (AUTHOR) andrea.pallavicini@intesasanpaolo.com

المصدر: Annals of Operations Research. May2024, Vol. 336 Issue 1/2, p3-26. 24p.

مصطلحات موضوعية: *STOCK index futures, *FUTURES market, *MARKET volatility, *FUTURES, CALIBRATION, SMILING

المؤلفون: Gnoatto, Alessandro, Grasselli, Martino, Platen, Eckhard

المساهمون: Università degli Studi di Padova

المصدر: Decisions in Economics and Finance ; volume 45, issue 1, page 1-34 ; ISSN 1593-8883 1129-6569

الاتاحة: http://dx.doi.org/10.1007/s10203-021-00330-1
https://link.springer.com/content/pdf/10.1007/s10203-021-00330-1.pdf
https://link.springer.com/article/10.1007/s10203-021-00330-1/fulltext.html

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Koehl, Pierre-François

المصدر: Journal of Applied Probability, 2000 Dec 01. 37(4), 936-946.

URL الوصول: https://www.jstor.org/stable/3215485

المؤلفون: Callegaro, Giorgia, Grasselli, Martino, Pagès, Gilles

المساهمون: Università degli Studi di Padova = University of Padua (Unipd), Pôle Universitaire Léonard de Vinci (PULV), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)

المصدر: ISSN: 0364-765X.

مصطلحات موضوعية: [MATH]Mathematics [math]

Relation: hal-03172363; https://hal.sorbonne-universite.fr/hal-03172363; https://hal.sorbonne-universite.fr/hal-03172363/document; https://hal.sorbonne-universite.fr/hal-03172363/file/CGP_MoOR_final.pdf

الاتاحة: https://hal.sorbonne-universite.fr/hal-03172363
https://hal.sorbonne-universite.fr/hal-03172363/document
https://hal.sorbonne-universite.fr/hal-03172363/file/CGP_MoOR_final.pdf
https://doi.org/10.1287/moor.2020.1054

المؤلفون: Deelstra, Griselda, Grasselli, Martino, Van Weverberg, Christopher

المصدر: Stochastic models, 35 (1

مصطلحات موضوعية: Sciences actuarielles, Explosion time, Laplace transform, Wishart process

وصف الملف: 1 full-text file(s): application/pdf

Relation: uri/info:doi/10.1080/15326349.2019.1578237; uri/info:scp/85062532251; https://dipot.ulb.ac.be/dspace/bitstream/2013/286918/3/Explosion_time_DGVW.pdf; http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/286918

الاتاحة: http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/286918
https://dipot.ulb.ac.be/dspace/bitstream/2013/286918/3/Explosion_time_DGVW.pdf

المؤلفون: Callegaro, Giorgia, Gnoatto, Alessandro, Grasselli, Martino

المساهمون: Ministero dell'Istruzione dell'Università e della Ricerca, Università degli Studi di Padova

المصدر: Applied Mathematics and Computation ; volume 441, page 127666 ; ISSN 0096-3003

الاتاحة: http://dx.doi.org/10.1016/j.amc.2022.127666
https://api.elsevier.com/content/article/PII:S0096300322007251?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0096300322007251?httpAccept=text/plain

المؤلفون: GNOATTO, ALESSANDRO, GRASSELLI, MARTINO

المصدر: Journal of Applied Probability, 2014 Sep 01. 51(3), 640-656.

URL الوصول: https://www.jstor.org/stable/43283364