Pubblicazioni scientifiche

R. Cesari; A.G. Quaranta, A Robust Risk-based Tactical Asset Allocation, «MATHEMATICAL METHODS IN ECONOMICS AND FINANCE», 2013, 8, pp. 1 - 20 [Articolo in rivista]

A. Bonfiglioli; E. Lanconelli; V. Magnani; M. Scienza, H-convex distributions in stratified groups, «PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY», 2013, 141, pp. 3633 - 3638 [Articolo in rivista]

A. Bonfiglioli; E. Lanconelli, Subharmonic functions in sub-Riemannian settings, «JOURNAL OF THE EUROPEAN MATHEMATICAL SOCIETY», 2013, 15, pp. 387 - 441 [Articolo in rivista]

A. Pascucci; C. Vázquez Cendón; M.C. Calvo-Garrido, Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement, «SIAM JOURNAL ON APPLIED MATHEMATICS», 2013, 73, pp. 1747 - 1767 [Articolo in rivista]

C. Chiarella; R. Dieci; X.-Z. He, Time-varying beta: a boundedly rational equilibrium approach, «JOURNAL OF EVOLUTIONARY ECONOMICS», 2013, 23, pp. 609 - 639 [Articolo in rivista]

P. Foschi; A. Pascucci; S. Pagliarani, Approximations for Asian options in local volatility models, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2013, 237, pp. 442 - 459 [Articolo in rivista]

A. Pascucci; C. Riga; S. Pagliarani, Adjoint expansions in local Levy models, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2013, 4, pp. 265 - 296 [Articolo in rivista]

A. Pascucci; S. Pagliarani, Local stochastic volatility with jumps: analytical approximations, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2013, 16, pp. 1 - 35 [Articolo in rivista]

Pascucci A.; M. Suarez-Taboada; C. Vazquez, Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2013, 403, pp. 38 - 53 [Articolo in rivista]

B. Abbondanza; A. Bonfiglioli, The Dirichlet problem and the inverse mean value theorem for a class of divergence form operators, «JOURNAL OF THE LONDON MATHEMATICAL SOCIETY», 2013, 87, pp. 321 - 346 [Articolo in rivista]

A. Bove; M. Mughetti; D. S. Tartakoff, Hypoellipticity and nonhypoellipticity for sums of squares of complex vector fields, «ANALYSIS & PDE», 2013, 6, pp. 371 - 446 [Articolo in rivista]

V. Grecchi; A. Martinez, The spectrum of the cubic oscillator, «COMMUNICATIONS IN MATHEMATICAL PHYSICS», 2013, 319, pp. 479 - 500 [Articolo in rivista]

A. Cattabriga; E. Manfredi; M. Mulazzani, On knots and links in lens spaces, «TOPOLOGY AND ITS APPLICATIONS», 2013, 160, pp. 430 - 442 [Articolo in rivista]

M. Bramanti; G. Cupini; E. Lanconelli; E.Priola, Global L^p estimates for degenerate Ornstein-Uhlenbeck operators with variable coefficients, «MATHEMATISCHE NACHRICHTEN», 2013, 286, pp. 1087 - 1101 [Articolo in rivista]

C.V. Beccari; G.Casciola; L.Romani, Construction and characterization of non-uniform local interpolating polynomial splines, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2013, 240, pp. 5 - 19 [Articolo in rivista]

M. Cicognani; F. Colombini, A well-posed Cauchy problem for an evolution equation with coefficients of low regularity, «JOURNAL OF DIFFERENTIAL EQUATIONS», 2013, 254, pp. 3573 - 3595 [Articolo in rivista]

R. Agliardi, Option pricing under generalized Lévy processes with state dependent parameters and the volatility surface, «APPLIED MATHEMATICAL SCIENCES», 2013, 7, pp. 1711 - 1720 [Articolo in rivista]

M. Cicognani; T. Herrmann, $H^infty$ well-posedness for a 2-evolution Cauchy problem with complex coefficients, «JOURNAL OF PSEUDO-DIFFERENTIAL OPERATORS AND APPLICATIONS», 2013, 4, pp. 63 - 90 [Articolo in rivista]

R. H. Chan; A. Lanza; S. Morigi; F.Sgallari, An Adaptive Strategy for the Restoration of Textured Images using Fractional Order Regularization, «NUMERICAL MATHEMATICS», 2013, 6, pp. 276 - 296 [Articolo in rivista]

M. K. Khan; S. Morigi; L. Reichel; F. Sgallari, Iterative Methods of Richardson-Lucy-type for Image Deblurring, «NUMERICAL MATHEMATICS», 2013, 6, pp. 262 - 275 [Articolo in rivista]