Pubblicazioni scientifiche

Contributi in riviste, atti di convegno, volumi, libri, curatele, brevetti dei membri del Dipartimento.

Cancella testo

Open Access

127 pubblicazioni

M.A. Boschetti; V. Maniezzo; M. Roffilli; A.J. Bolufé Röhler, Matheuristics for Traffic Counter Location, in: VII ALIO - EURO, Proceedings Book, PORTO, ALIO-EURO 2011, 2011, pp. 76 - 79 [Capitolo/Saggio in libro]
R. Baldacci; M. A. Boschetti; V. Maniezzo, Customer Clustering and Sales Area Design, in: Proceedings of the 9th Metaheuristics International Conference (MIC 2011), UDINE, Univ. Udine, 2011, pp. 635 - 637 (atti di: 9th Metaheuristics International Conference, Udine, July 25–28, 2011) [Riassunto (Abstract)]
S. Fujiie; A. Lahmar-benbernou; A. Martinez, Width of shape resonances for non globally analytic potentials, «JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN», 2011, 63 N. 1, pp. 1 - 78 [Articolo in rivista]
Agliardi R., A comprehensive structural model for defaultable fixed-income bonds, «QUANTITATIVE FINANCE», 2011, 11, pp. 749 - 762 [Articolo in rivista]
G. Cupini; C. Marcelli, Monotonicity properties of minimizers and relaxation for autonomous variational problems, «ESAIM. COCV», 2011, 17, pp. 222 - 242 [Articolo in rivista]
M.A. Boschetti; V. Maniezzo; M. Roffilli, A Fully Distributed Lagrangean Solution for a Peer-to-Peer Overlay Network Design Problem, «INFORMS JOURNAL ON COMPUTING», 2011, 23, pp. 90 - 104 [Articolo in rivista]
N. Arcozzi; R. Rochberg; E. Sawyer; B. Wick, Function spaces related to the Dirichlet space, «JOURNAL OF THE LONDON MATHEMATICAL SOCIETY», 2011, 83, pp. 1 - 18 [Articolo in rivista]
Agliardi R., A general method for pricing European exotic options under Lévy processes, «INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES», 2011, 2, pp. 209 - 222 [Articolo in rivista]
N. Arcozzi; R. Rochberg; E. Sawyer; B. Wick, The Dirichlet space: a survey, in: Special volume. Conference proceedings: Recent Advances in Function Related Operator Theory, ALBANY, NY, University of New York, 2011, 17a, pp. 45 - 86 (atti di: Recent Advances in Function Related Operator Theory, Rincon, Puerto Rico, March 22-26, 2010) [Contributo in Atti di convegno]
N. Arcozzi; R. Rochberg; E. Sawyer; B. Wick, Distance Functions for Reproducing Kernel Hilbert Spaces, in: Function Spaces in Modern Analysis: Sixth Conference on Function Spaces Cont. Math. series of the AMS, BOCA RATON, American Mathematical Society., 2011, pp. 25 - 54 [Capitolo/Saggio in libro]
Agliardi E.; Agliardi R., Bond pricing under imprecise information, «OPERATIONAL RESEARCH», 2011, 11, pp. 299 - 309 [Articolo in rivista]
Agliardi R.; Popivanov P.; Slavova A., Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type, «NONLINEAR ANALYSIS: REAL WORLD APPLICATIONS», 2011, 12, pp. 1429 - 1436 [Articolo in rivista]
D. J. Silvester ; V. Simoncini, An Optimal Iterative Solver for Symmetric Indefinite Systems stemming from Mixed Approximation, «ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE», 2011, 37, pp. 1 - 24 [Articolo in rivista]
R. Cesari; A.G. Quaranta, Un Approccio Robusto risk-based alla Gestione di Portafogliio, «BANCARIA», 2011, 1, pp. 18 - 31 [Articolo in rivista]
Agliardi R., Option pricing under some Lévy-like stochastic processes, «APPLIED MATHEMATICS LETTERS», 2011, 24, pp. 572 - 576 [Articolo in rivista]
L. Benini; R. Grottesi; S. Morigi; M. Ruggiero, Parallel Rendering and Animation of Subdivision Surfaces on the Cell BE Processor, «INTERNATIONAL JOURNAL OF PARALLEL PROGRAMMING», 2011, 39,4, pp. 494 - 521 [Articolo in rivista]
E. Barbera; F. Brini, Heat transfer in gas mixtures: Advantages of an extended thermodynamics approach, «PHYSICS LETTERS A», 2011, 375, pp. 827 - 831 [Articolo in rivista]
V. Grecchi; H. Kovarik; A. Martinez; A. Sacchetti; V. Sordoni, Stark effect on (H2+)-like molecules, in: T. HOSHIRO, W. MATSUMOTO, F. HIROSAWA, 26-th Matsuyama Camp:Recent Development on Partial Differential Equations, KYOTO, s.n, 2011, pp. 41 - 47 [Capitolo/Saggio in libro]
A. Martinez, Life-time for the molecular predissociation, in: T. HOSHIRO, W. MATSUMOTO, F. HIROSAWA, 26-th Matsuyama Camp:Recent Development on Partial Differential Equations, KYOTO, s.n, 2011, pp. 48 - 52 [Capitolo/Saggio in libro]
A. Pascucci, PDE and Martingale methods in option pricing, MILANO, Springer, 2011, pp. 720 (BOCCONI & SPRINGER SERIES). [Monografia/Trattato scientifico in forma di libro]