Browse by Authors

973

Pascucci, Andrea and Foschi, Paolo (2006): Path dependent volatility.

15665

Carciola, Alessandro and Pascucci, Andrea and Polidoro, Sergio (2009): Harnack inequality and no-arbitrage bounds for self-financing portfolios.

31107

Pagliarani, Stefano and Pascucci, Andrea (2011): Analytical approximation of the transition density in a local volatility model.

35788

Stefano, Pagliarani and Pascucci, Andrea and Candia, Riga (2011): Adjoint expansions in local Lévy models.

36494

Calvo-Garrido, Maria del Carmen and Pascucci, Andrea and Vázquez Cendón, Carlos (2012): Mathematical analysis and numerical methods for pricing pension plans allowing early retirement.