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Number of items: 5.

30 November 2006

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

10 June 2009

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

4 May 2011

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

12 December 2011

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

6 February 2012

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.

This list was generated on Sun Oct 2 21:24:34 2022 CEST.
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