Pubblicazioni scientifiche

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

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147 pubblicazioni

Cesari, Riccardo; Quaranta, ANNA GRAZIA, A Robust Risk-based Tactical Asset Allocation, «MATHEMATICAL METHODS IN ECONOMICS AND FINANCE», 2013, 8, pp. 1 - 20 [Articolo in rivista]
S. Fujiie; A. Lahmar-Benbernou; A. Martinez, Semiclassical complex interactions at a non-analytic turning point, in: RIMS Kokyuroku Bessatsu, KYOTO, Tatsuya Koike, 2013, pp. 31 - 47 [Capitolo/Saggio in libro]
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]
N. Arcozzi; R. Rochberg, Invariance of capacity under quasisymmetric maps of the circle: an easy proof, in: Trends in harmonic analysis. Selected papers of the conference on harmonic analysis, Rome, Italy, May 30--June 4, 2011, BERLIN, Springer, 2013, pp. 27 - 32 (atti di: XXXI Convegno di Analisi Armonica, Roma, 30/05-3/06 2011) [Contributo in Atti di convegno]
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]
L. Barzanti; M. Mastroleo, An enhanced approach for developing an expert system for fund raising management, in: Expert System Software, NYC, Nova Science Publishers, 2013, pp. 131 - 156 [Capitolo/Saggio in libro]
S. Morigi; M.Rucci, Remeshing by curvature driven diffusion, in: Innovations for Shape Analysis, HEIDELBERG, Springer Berlin Heidelberg, 2013, pp. 245 - 262 [Capitolo/Saggio in libro]
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]
R. Dieci; F. Westerhoff, Modeling house price dynamics with heterogeneous speculators, in: autori vari, Global Analysis of Dynamic Models in Economics and Finance, BERLIN, Springer-Verlag, 2013, pp. 35 - 61 [Capitolo/Saggio in libro]