PASQUALI, SARA
PASQUALI, SARA
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.02 secondi).
Exact and approximated option pricing in a stochastic volatility jump-diffusion model
2010 F. D'Ippoliti; E. Moretto; S. Pasquali;B. Trivellato
A Lagrangian stochastic model for the dynamics of a stage structured population. Application to a copepod population
2007 G. Buffoni; M.G. Mazzocchi;S. Pasquali
Approximation of a controlled diffusion model for renewable resource exploitation
2002 S. Pasquali;W.J. Runggaldier
On filtering in Markovian term structure models
2002 Chiarella, C; Pasquali, S; Runggaldier, Wj
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Exact and approximated option pricing in a stochastic volatility jump-diffusion model | 1-gen-2010 | F. D'Ippoliti; E. Moretto; S. Pasquali;B. Trivellato | |
| A Lagrangian stochastic model for the dynamics of a stage structured population. Application to a copepod population | 1-gen-2007 | G. Buffoni; M.G. Mazzocchi;S. Pasquali | |
| Approximation of a controlled diffusion model for renewable resource exploitation | 1-gen-2002 | S. Pasquali;W.J. Runggaldier | |
| On filtering in Markovian term structure models | 1-gen-2002 | Chiarella, C; Pasquali, S; Runggaldier, Wj |