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1Academic Journal
المؤلفون: Giovanna Ferraro, Alessandro Ramponi, Sergio Scarlatti
المساهمون: Ferraro, Giovanna, Ramponi, Alessandro, Scarlatti, Sergio
مصطلحات موضوعية: Fintech, Industry 4.0, innovation, blockchain
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000849595400001; numberofpages:17; journal:TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT; http://hdl.handle.net/11381/2928791; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85137668395
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2Academic Journal
المؤلفون: Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
المساهمون: Antonelli, F, Ramponi, A, Scarlatti, S
مصطلحات موضوعية: analytical functions, change of numéraire, credit risk, defaultable bond pricing, Hazard process, non-affine models, Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000768204000001; journal:ELECTRONIC COMMUNICATIONS IN PROBABILITY; http://hdl.handle.net/2108/295091; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85126770193
الاتاحة: http://hdl.handle.net/2108/295091
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3
المؤلفون: Fabio Antonelli, Sergio Scarlatti, Alessandro Ramponi
المصدر: Annals of Operations Research. 299:401-427
مصطلحات موضوعية: 0211 other engineering and technologies, General Decision Sciences, Computational Finance (q-fin.CP), 02 engineering and technology, Management Science and Operations Research, FOS: Economics and business, Affine processes, Counterparty credit risk, Credit value adjustment, Duhamel principle, Vulnerable options, Wrong way risk, XVA, Quantitative Finance - Computational Finance, Econometrics, Economics, Call option, Asset management, Asset (economics), Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, 021103 operations research, business.industry, Valuation of options, Value (economics), Credit valuation adjustment, business, Collateralization, Credit risk
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4
المؤلفون: Sergio Scarlatti, Elisa Alòs, Alessandro Ramponi, Fabio Antonelli
مصطلحات موضوعية: Computer science, Event (relativity), Monte Carlo method, vulnerable options, Computational Finance (q-fin.CP), SABR volatility model, FOS: Economics and business, Stochastic volatility model, Quantitative Finance - Computational Finance, Credit value adjustment, intensity approach, Econometrics, Economics, Representation (mathematics), Event (probability theory), Actuarial science, Stochastic volatility, Settore SECS-S/06, Work (electrical), Issuer, Pricing of Securities (q-fin.PR), Credit valuation adjustment, General Economics, Econometrics and Finance, Quantitative Finance - Pricing of Securities, Finance
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5
المؤلفون: Alessandro Ramponi, Sergio Scarlatti, Fabio Antonelli
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: q-fin.CP, Gaussian, Monte Carlo method, 0211 other engineering and technologies, moment matching, Computational Finance (q-fin.CP), 02 engineering and technology, Management Science and Operations Research, 01 natural sciences, non-affine models, FOS: Economics and business, 010104 statistics & probability, symbols.namesake, Quantitative Finance - Computational Finance, Cox-Ingersoll-Ross model, Applied mathematics, Call option, 0101 mathematics, option pricing, Mathematics, 021103 operations research, Settore SECS-S/06, General Business, Management and Accounting, Moment (mathematics), stochastic interest rates, Cox–Ingersoll–Ross model, Valuation of options, Short-rate model, Modeling and Simulation, symbols, Affine transformation
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6Academic Journal
المؤلفون: Jérôme Renault, Sergio Scarlatti, Marco Scarsini
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Repeated games, imperfect monitoring, public signals
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.9962; http://www.gsb.stanford.edu/facseminars/events/economics/pdfs/minority20031005.pdf
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7Academic Journal
المؤلفون: Jérôme Renault, Sergio Scarlatti, Marco Scarsini
المساهمون: The Pennsylvania State University CiteSeerX Archives
مصطلحات موضوعية: Repeated games, imperfect monitoring, public signals
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.4925; http://www.icer.it/docs/wp2003/Scarsini10-03.pdf
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8Academic Journal
المؤلفون: Fabio Cipriani, Daniele Guido, Sergio Scarlatti
المساهمون: The Pennsylvania State University CiteSeerX Archives
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.264.7647; http://arxiv.org/pdf/funct-an/9506003v1.pdf
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9
المؤلفون: Sergio Scarlatti, Alessandro Ramponi, Fabio Antonelli
المصدر: Review of Derivatives Research. 13:45-73
مصطلحات موضوعية: Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Mathematical optimization, Stochastic volatility, SDE’s, Economics, Econometrics and Finance (miscellaneous), Margrabe’s formula, options, stochastic volatility, PDE’s, Margrabe's formula, Correlation, Valuation of options, Options - Stochastic volatility - SDE’s - PDE’s - Margrabe’s formula, Volatility smile, Econometrics, Economics, Volatility (finance), Practical implications, Finance, Valuation (finance)
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10
المؤلفون: Alessandro Ramponi, Sergio Scarlatti, Fabio Antonelli
مصطلحات موضوعية: cliquets options, CVA, forward-starting options, Random times, Finance, Economics, Econometrics and Finance (all)2001 Economics, Econometrics and Finance (miscellaneous), Computer science, Generalization, Economics, 01 natural sciences, Econometrics and Finance (all)2001 Economics, 010104 statistics & probability, 0502 economics and business, Feature (machine learning), Econometrics, 0101 mathematics, Independence (probability theory), Event (probability theory), Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, 050208 finance, 05 social sciences, Martingale (betting system), Econometrics and Finance (miscellaneous), Arbitrage, Credit valuation adjustment, General Economics, Econometrics and Finance, Credit risk
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11
المؤلفون: Fabio Antonelli, Sergio Scarlatti, Alessandro Ramponi
مصطلحات موضوعية: FOS: Economics and business, Actuarial science, Economics, Counterparty, Arbitrage, Pricing of Securities (q-fin.PR), Credit valuation adjustment, Martingale (probability theory), Mathematical economics, Implementation, Quantitative Finance - Pricing of Securities
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12
المؤلفون: Daniele Guido, Sergio Scarlatti, Tommaso Isola
المصدر: Journal of Functional Analysis. 135:50-75
مصطلحات موضوعية: non-Abelian chain rule, non-symmetric Dirichlet forms, sub-Markovian semigroups, sub-Markovian resolvents, closed derivations on Hilbert algebras, Mathematics::Analysis of PDEs, Dirichlet L-function, Functional calculus, symbols.namesake, Settore MAT/05 - Analisi Matematica, Dirichlet's principle, FOS: Mathematics, Operator Algebras (math.OA), Dirichlet series, Mathematics, Mathematics - Operator Algebras, Dirichlet's energy, Mathematics::Spectral Theory, Class number formula, Functional Analysis (math.FA), Mathematics - Functional Analysis, Algebra, Dirichlet kernel, symbols, Abelian von Neumann algebra, Analysis
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13
المؤلفون: Alessandro Ramponi, Sergio Scarlatti, Fabio Antonelli
مصطلحات موضوعية: Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, business.industry, Financial economics, media_common.quotation_subject, Bond, Semi-affine term structure, Interest rate, Microeconomics, Value at Risk – Bond portfolio – Regime switching models, T-forward measures, Short rate, Economics, Position (finance), business, General Economics, Econometrics and Finance, Finance, Risk management, Value at risk, Budget constraint, media_common, Public finance
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14
المؤلفون: Sergio Scarlatti, Mauro Piccioni
المصدر: Advances in Applied Probability. 26:616-628
مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, 010102 general mathematics, Monte Carlo method, Lie group, Markov chain Monte Carlo, 01 natural sciences, Hybrid Monte Carlo, Algebra, 010104 statistics & probability, symbols.namesake, symbols, Applied mathematics, Ergodic theory, Monte Carlo integration, 0101 mathematics, Invariant (mathematics), Random variable, Mathematics
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15
المؤلفون: Raphael Høegh-Krohn, Sylvie Paycha, Sergio Scarlatti, Sergio Albeverio
المصدر: Acta Applicandae Mathematicae. 26:103-195
مصطلحات موضوعية: Teichmüller space, Stochastic process, Applied Mathematics, Riemann surface, Mathematical analysis, Scalar (mathematics), Exponential function, symbols.namesake, Transverse measure, Theoretical physics, symbols, Quantum, Mathematics, Probability measure
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16
المؤلفون: Sergio Scarlatti, Fabio Antonelli
مصطلحات موضوعية: Statistics and Probability, Power series, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Stochastic volatility, Mathematical finance, Implied volatility, SABR volatility model, Heston model, Options - Stochastic volatility - SDEs - PDEs - Duhamel’s principle, Econometrics, Economics, Financial modeling, Statistics, Probability and Uncertainty, Volatility (finance), Finance
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17
المؤلفون: Marco Scarsini, Jérôme Renault, Sergio Scarlatti
المساهمون: Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS), Dipartimento di Scienze Economiche e Aziendali, Libera Università Internazionale degli Studi Sociali Guido Carli [Roma] (LUISS), Dipartimento SEFEMEQ, Università degli Studi di Roma Tor Vergata [Roma], Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP), École polytechnique (X)-Centre National de la Recherche Scientifique (CNRS), Département d'Économie de l'École Polytechnique (X-DEP-ECO), École polytechnique (X), Risk Foundation (Groupama Chair), MIUR-COFIN, ANR ATLAS et Croyances,ANR ATLAS et Croyances
المصدر: Mathematical Social Sciences
Mathematical Social Sciences, Elsevier, 2008, 56 (1), pp.44-74. ⟨10.1016/j.mathsocsci.2007.12.004⟩مصطلحات موضوعية: Sociology and Political Science, Sequential game, Repeated Games, Imperfect Monitoring, Public Equilibria, Private Equilibria, Discount Factor, Pareto-efficiency, Combinatorial game theory, 02 engineering and technology, imperfect monitoring, Microeconomics, Example of a game without a value, discount factor, Repeated games, 0502 economics and business, 0202 electrical engineering, electronic engineering, information engineering, Economics, public equilibria, Folk theorem, B- ECONOMIE ET FINANCE, General Psychology, 050205 econometrics, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Information set, 05 social sciences, Normal-form game, Stochastic game, jel:C72, ComputingMilieux_PERSONALCOMPUTING, General Social Sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, private equilibria, Repeated game, 020201 artificial intelligence & image processing, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], Statistics, Probability and Uncertainty, Mathematical economics
وصف الملف: application/pdf; text
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18
المؤلفون: Sergio Scarlatti, Marco Scarsini, Jérôme Renault
المساهمون: Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS), dipartimento di Statistica e Matematica, Université de Turin, CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)
المصدر: Games and Economic Behavior / Games and Economic Behaviour
Games and Economic Behavior / Games and Economic Behaviour, 2005, Vol. 53, N°2, pp. 208-230. ⟨10.1016/j.geb.2004.09.013⟩مصطلحات موضوعية: TheoryofComputation_MISCELLANEOUS, Economics and Econometrics, Sequential game, Repeated games, imperfect monitoring, public signals, Public signals, Microeconomics, Example of a game without a value, 0502 economics and business, Economics, 050207 economics, Folk theorem, [MATH]Mathematics [math], Non-cooperative game, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, 050208 finance, Imperfect monitoring, 05 social sciences, Stochastic game, Symmetric game, jel:C72, ComputingMilieux_PERSONALCOMPUTING, TheoryofComputation_GENERAL, 16. Peace & justice, Minimax, Repeated game, Mathematical economics, Finance
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19
المؤلفون: Laird Arnault Breyer, Sergio Scarlatti, Mauro Piccioni
المصدر: Ann. Appl. Probab. 14, no. 3 (2004), 1479-1505
مصطلحات موضوعية: Statistics and Probability, Scale (ratio), propagation of chaos, Posterior probability, 60F17 (Primary) 60F05, 60F10 (Secondary), Langevin diffusion, symbols.namesake, Robustness (computer science), Hastings–Metropolis, 60F05, FOS: Mathematics, Applied mathematics, Order (group theory), Diffusion (business), Bayesian nonlinear regression, Mathematics, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Probability (math.PR), Markov chain Monte Carlo, Variance (accounting), Statistics::Computation, 60F17, symbols, Statistics, Probability and Uncertainty, Nonlinear regression, Mathematics - Probability, 60F10
وصف الملف: application/pdf
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20
المؤلفون: Sergio Scarlatti
المصدر: Seminar on Stochastic Analysis, Random Fields and Applications ISBN: 9783034897273
مصطلحات موضوعية: Discrete mathematics, Pure mathematics, General theory, Finite-rank operator, Type (model theory), Compact operator, Mathematics