Pubblicazioni scientifiche

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3666 pubblicazioni

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]
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]
F. Zama; R. Ciavarelli; D. Frascari; D. Pinelli, Numerical parameters estimation in models of pollutant transport with chemical reaction, in: IFIP Advances in Information and Communication Technology - Vol. 391: System Modeling and Optimization, HEIDELBERG, Springer, 2013, pp. 547 - 556 (IFIP ADVANCES IN INFORMATION AND COMMUNICATION TECHNOLOGY) [Capitolo/Saggio in libro]
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]
X.Cai; R. H. Chan; S.Morigi; F. Sgallari, Vessel Segmentation in Medical Imaging Using a Tight-Frame Based Algorithm, «SIAM JOURNAL ON IMAGING SCIENCES», 2013, 6, pp. 464 - 486 [Articolo in rivista]