PACELLI, Graziella

PACELLI, Graziella  

Dipartimento di Management  

Mostra records
Risultati 1 - 20 di 90 (tempo di esecuzione: 0.022 secondi).
Titolo Data di pubblicazione Autore(i) File
" A Boundary Element Method to Price Time-Dependent Double Barrier Options". 1-gen-2011 Pacelli, Graziella; Ballestra, LUCA VINCENZO
"A Characterization for a Class of Actuarial Risk Measures” 1-gen-2004 M., Cardin; Pacelli, Graziella
"A characterization of convex premium principles" 1-gen-2008 Cardin, M; Pacelli, Graziella
"A comparison of Monte Carlo and Quasi Monte Carlo methods on the Italian Options Market” Quaderno Istituto De.F.In. N.2 -Ancona 2003 1-gen-2003 M., Baldini; Pacelli, Graziella
A Filtering Problem for the Stein and Stein Stochastic volatility model 1-gen-2005 Mariani, Francesca; Pacelli, Graziella; Scoccia, Adina; Zirilli, F.
A hybrid method for pricing European options based on multiple assets 1-gen-1999 Pacelli, Graziella; Recchioni, MARIA CRISTINA; Zirilli, F.
"A hybrid method for pricing European options based on multiple assets with transaction costs” 1-gen-1999 Pacelli, Graziella; M. C., Recchioni; F., Zirilli
“A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rate with no drift term” 1-gen-2004 L., Fatone; Pacelli, Graziella; Recchioni, MARIA CRISTINA; F., Zirilli
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 1-gen-2000 Pacelli, Graziella; Recchioni, Maria Cristina
"A New Method to Price Double Barrier Options" 1-gen-2009 BALLESTRA L., V; Pacelli, Graziella
"A New Milder Formalism for Wave Scattering From A Bounded Obstacle" 1-gen-1998 L., Misici; Pacelli, Graziella; F., Zirilli
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model" 1-gen-2009 BALLESTRA L., V; Pacelli, Graziella
" A numerical method to price defaultable bonds based on the Madan and Unal credit risk model". Quaderno del Dipartimento di Scienze Sociali, N.17-2007 1-gen-2007 BALLESTRA L., V; Pacelli, Graziella
" A numerical method to price European derivatives based on factor LIBOR Market Model of interest rates" 1-gen-2008 L. V., Ballestra; Pacelli, Graziella; F., Zirilli
" A numerical method to price european derivatives based on the one factor Libor market model of interest rates" Quaderno del Dipartimento di Scienze Sociali, N.13 -Anno III, ANCONA 2007 1-gen-2007 BALLESTRA L., V; Pacelli, Graziella; Zirilli, F.
"A numerical method to price exotic path-dependent options on an underlying described by Heston stochastic volatility model" 1-gen-2007 L. V., Ballestra; Pacelli, Graziella; F., Zirilli
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model Quaderno del Dipartimento di Scienze Sociali, N.5 - 2005 1-gen-2005 Ballestra, L. V.; Pacelli, Graziella; Zirilli, F.
"A RBF meshless approach to compute the survival probability density function in two dimensional jump diffusion models for financial applications" Quaderno del Dipartimento di Scienze Sociali, N. 40 - 2010 1-gen-2010 Pacelli, Graziella; Luca Vincenzo, Ballestra
“A simple model of catastrophe insurance futures pricing and weather forecast” 1-gen-2002 P., Maponi; Pacelli, Graziella
"A two currency yeld-factor model of interest rates.” Quaderno Istituto De.F.In. N. 5 - Anno III- ANCONA- 2003 1-gen-2003 Pacelli, Graziella; F., Zirilli