Pubblicazioni scientifiche

Andrea Mazzon; Andrea Pascucci, The forward smile in local-stochastic volatility models, «THE JOURNAL OF COMPUTATIONAL FINANCE», 2017, 20, pp. 1 - 29 [Articolo in rivista]

Bonfiglioli, A; Biagi, S, The existence of a global fundamental solution for homogeneous Hormander operators via a global lifting method, «PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY», 2017, 114, pp. 855 - 889 [Articolo in rivista]

Maniezzo, Vittorio; Boschetti, Marco A.; Carbonaro, Antonella; Marzolla, Moreno; Strappaveccia, Francesco, Client-side combinatorial optimization, in: Metaheuristics: Proceeding of the MIC and MAEB 2017 Conferences, Barcelona, Spain, Editorial: Universitat Pompeu Fabra, 2017, pp. 791 - 793 (atti di: Metaheuristics International Conference (MIC 2017), Barcellona, from the 4th to 7th July 2017) [Contributo in Atti di convegno]

Bergamasco, Adalberto; Parmeggiani, Alberto; Zani, Sergio; Zugliani, Giuliano, Classes of globally solvable involutive systems, «JOURNAL OF PSEUDO-DIFFERENTIAL OPERATORS AND APPLICATIONS», 2017, 8, pp. 551 - 583 [Articolo in rivista]

Briet, Philippe; Martinez, André, Estimates on the molecular dynamics for the predissociation process, «JOURNAL OF SPECTRAL THEORY», 2017, 7, pp. 487 - 517 [Articolo in rivista]

Franca Franchi; Roberta Nibbi; Brian Straughan, Modelling Bidispersive Local Thermal Non-Equilibrium Flow, «FLUIDS», 2017, 2, pp. 1 - 10 [Articolo in rivista] Open Access

Bove, Antonio; Mughetti, Marco, Analytic hypoellipticity for sums of squares and the Treves conjecture, II, «ANALYSIS & PDE», 2017, 10, pp. 1613 - 1635 [Articolo in rivista]

Cinti, Eleonora; Franchi, Bruno; González, María Del Mar, $\Gamma$-Convergence of variational functionals with boundary terms in Stein manifolds, «CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS», 2017, 56, pp. 1 - 55 [Articolo in rivista] Open Access

Albert, A.; Andrã©, M.; Anghinolfi, M.; Anton, G.; Ardid, M.; Aubert, J. -. J.; Avgitas, T.; Baret, B.; Barrios-martã­, J.; Basa, S.; Bertin, V.; Biagi, S.; Bormuth, R.; Bourret, S.; Bouwhuis, M. C.; Bruijn, R.; Brunner, J.; Busto, J.; Capone, A.; Caramete, L.; Carr, J.; Celli, S.; Chiarusi, T.; Circella, M.; Coelho, J. A. B.; Coleiro, A.; Coniglione, R.; Costantini, H.; Coyle, P.; Creusot, A.; Deschamps, A.; De Bonis, G.; Distefano, C.; Di Palma, I.; Donzaud, C.; Dornic, D.; Drouhin, D.; Eberl, T.; El Bojaddaini, I.; Elsã¤sser, D.; Enzenhã¶fer, A.; Felis, I.; Fusco, L. A.; Galatã , S.; Gay, P.; Giordano, V.; Glotin, H.; Grã©goire, T.; Gracia Ruiz, R.; Graf, K.; Hallmann, S.; Van Haren, H.; Heijboer, A. J.; Hello, Y.; Hernã¡ndez-rey, J. J.; Hã¶ã l, J.; Hofestã¤dt, J.; Hugon, C.; Illuminati, G.; James, C. W.; De Jong, M.; Jongen, M.; Kadler, M.; Kalekin, O.; Katz, U.; Kieã ling, D.; Kouchner, A.; Kreter, M.; Kreykenbohm, I.; Kulikovskiy, V.; Lachaud, C.; Lahmann, R., Search for high-energy neutrinos from gravitational wave event GW151226 and candidate LVT151012 with ANTARES and IceCube, «PHYSICAL REVIEW D», 2017, 96, pp. 1 - 15 [Articolo in rivista] Open Access

Albrecht, Gudrun; Beccari, CAROLINA VITTORIA; Canonne, Jean-charles; Romani, Lucia, Planar Pythagorean-Hodograph B-Spline curves, «COMPUTER AIDED GEOMETRIC DESIGN», 2017, 57, pp. 57 - 77 [Articolo in rivista] Open Access

CAMPANINO, MASSIMO; GIANFELICE, MICHELE, A cluster expansion for interacting spin-flip processes, «MATEC WEB OF CONFERENCES», 2017, 125, pp. 1 - 2 [Articolo in rivista] Open Access

Bortolotti, V.; Brizi, L.; Fantazzini, P.; Landi, G.; Zama, F., Filtering techniques for efficient inversion of two-dimensional Nuclear Magnetic Resonance data, «JOURNAL OF PHYSICS. CONFERENCE SERIES», 2017, 904, pp. 012005 - 012015 [Articolo in rivista]

Lazzaro, D.; Loli Piccolomini, E.; Ruggiero, V.; Zama, F., A fast subgradient algorithm in image super-resolution, «JOURNAL OF PHYSICS. CONFERENCE SERIES», 2017, 904, pp. 012009 - 012015 [Articolo in rivista]

Landi, Germana; LOLI PICCOLOMINI, Elena; Nagy, J. G., A limited memory BFGS method for a nonlinear inverse problem in digital breast tomosynthesis, «INVERSE PROBLEMS», 2017, 33, pp. 1 - 21 [Articolo in rivista] Open Access

Agliardi, Rossella, Asymmetric Choquet random walks and ambiguity aversion or seeking, «THEORY AND DECISION», 2017, 83, pp. 591 - 602 [Articolo in rivista]

Cristofori, Paola; Fominykh, Evgeny; Mulazzani, Michele; Tarkaev, Vladimir, 4-colored Graphs and Knot/Link Complements, «RESULTS IN MATHEMATICS», 2017, 72, pp. 471 - 490 [Articolo in rivista] Open Access

Contucci, Pierluigi; Sandell, Rickard; Seyedi, Seyedalireza, Forecasting the integration of immigrants, «THE JOURNAL OF MATHEMATICAL SOCIOLOGY», 2017, 41, pp. 127 - 137 [Articolo in rivista]

Cesari, Riccardo; Mosco, Vieri, Duration, convexity and the optimal management of bond portfolios for insurance companies, Roma, IVASS, 2017, pp. 32 (QUADERNO). [Monografia/Trattato scientifico in forma di libro]

Borovykh, Anastasia; Pascucci, Andrea; Oosterlee, Cornelis W., Bermudan option valuation under state-dependent models, in: Springer Proceedings in Mathematics and Statistics, Springer New York LLC, «SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS», 2017, 214, pp. 127 - 138 (atti di: 2nd International Congress on Actuarial Science and Quantitative Finance, ICASQF 2016, Colombie, 2016) [Contributo in Atti di convegno] Open Access

Leung, Tim; Lorig, Matthew; Pascucci, Andrea, LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS, «MATHEMATICAL FINANCE», 2017, 27, pp. 1035 - 1068 [Articolo in rivista] Open Access