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1

Free boundary and optimal stopping problems for American Asian options

Andrea Pascucci

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 456 KB

english, 2008

2

First Characterization of Human Amniotic Fluid Stem Cell Extracellular Vesicles as a Powerful Paracrine Tool Endowed with Regenerative Potential

Balbi, Carolina, Piccoli, Martina, Barile, Lucio, Papait, Andrea, Armirotti, Andrea, Principi, Elisa, Reverberi, Daniele, Pascucci, Luisa, Becherini, Pamela, Varesio, Luigi, Mogni, Massimo, Coviello,

Journal:

Stem Cells Translational Medicine

Year:

2017

Language:

english

File:

PDF, 1.46 MB

english, 2017

3

On the viscosity solutions of a stochastic differential utility problem

Fabio Antonelli, Andrea Pascucci

Journal:

Journal of Differential Equations

Year:

2002

Language:

english

File:

PDF, 198 KB

english, 2002

4

Obstacle problem for Arithmetic Asian options

Laura Monti, Andrea Pascucci

Journal:

Comptes Rendus Mathematique

Year:

2009

Language:

english

File:

PDF, 138 KB

english, 2009

5

Pointwise estimates for a class of non-homogeneous Kolmogorov equations

Chiara Cinti, Andrea Pascucci, Sergio Polidoro

Journal:

Mathematische Annalen

Year:

2008

Language:

english

File:

PDF, 337 KB

english, 2008

6

Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options

Marie Frentz, Kaj Nyström, Andrea Pascucci, Sergio Polidoro

Journal:

Mathematische Annalen

Year:

2010

Language:

english

File:

PDF, 375 KB

english, 2010

7

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Elements of Malliavin calculus

Pascucci, Andrea

Year:

2011

Language:

english

File:

PDF, 283 KB

english, 2011

8

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Fourier methods

Pascucci, Andrea

Year:

2011

Language:

english

File:

PDF, 3.54 MB

english, 2011

9

Approximations for Asian options in local volatility models

Paolo Foschi, Stefano Pagliarani, Andrea Pascucci

Journal:

Journal of Computational and Applied Mathematics

Year:

2013

Language:

english

File:

PDF, 777 KB

english, 2013

10

Investigations of lithium–sulfur batteries using electrochemical impedance spectroscopy

Cañas, Natalia A., Hirose, Kei, Pascucci, Brigitta, Wagner, Norbert, Friedrich, K. Andreas, Hiesgen, Renate

Journal:

Electrochimica Acta

Year:

2013

Language:

english

File:

PDF, 9.13 MB

english, 2013

11

Adjoint Expansions in Local Lévy Models

Pagliarani, Stefano, Pascucci, Andrea, Riga, Candia

Journal:

SIAM Journal on Financial Mathematics

Year:

2013

Language:

english

File:

PDF, 644 KB

english, 2013

12

Survey of Ixodid Ticks and Two Tick-Borne Pathogens in African Buffaloes, Syncerus caffer , from the Caprivi Strip, Namibia

Pascucci, Ilaria, Dondona, Andrea Capobianco, Cammà, Cesare, Marcacci, Maurilia, Di Domenico, Marco, Lelli, Rossella, Scacchia, Massimo, Jago, Mark, Khaiseb, Siegfried, Hager, Anna Laure, Tjipura-Zair

Journal:

Journal of Zoo and Wildlife Medicine

Year:

2011

Language:

english

File:

PDF, 290 KB

english, 2011

13

THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS

PASCUCCI, ANDREA, POLIDORO, SERGIO

Journal:

Communications in Contemporary Mathematics

Year:

2004

Language:

english

File:

PDF, 305 KB

english, 2004

14

Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement

Calvo-Garrido, M. Carmen, Pascucci, Andrea, Vázquez, Carlos

Journal:

SIAM Journal on Applied Mathematics

Year:

2013

Language:

english

File:

PDF, 1.14 MB

english, 2013

15

Parametrix Approximation of Diffusion Transition Densities

Corielli, Francesco, Foschi, Paolo, Pascucci, Andrea

Journal:

SIAM Journal on Financial Mathematics

Year:

2010

Language:

english

File:

PDF, 704 KB

english, 2010

16

LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS

PAGLIARANI, STEFANO, PASCUCCI, ANDREA

Journal:

International Journal of Theoretical and Applied Finance

Year:

2013

Language:

english

File:

PDF, 446 KB

english, 2013

17

[Bocconi & Springer Series] PDE and Martingale Methods in Option Pricing || Black-Scholes model

Pascucci, Andrea

Year:

2011

Language:

english

File:

PDF, 793 KB

english, 2011

18

Adult Separation Anxiety and TCI-R Personality Dimensions in Patients with Anxiety, Alcohol Use, and Gambling: A Preliminary Report

Pozzi, Gino, Bruschi, Angelo, De Angelis, Andrea, Pascucci, Marco, Hatzigiakoumis, Daniele Stavros, Grandinetti, Paolo, Di Nicola, Marco, Pini, Stefano, Janiri, Luigi

Journal:

BioMed Research International

Year:

2014

Language:

english

File:

PDF, 140 KB

english, 2014

19

Hölder Regularity for a Kolmogorov Equation

Andrea Pascucci

Journal:

Transactions of the American Mathematical Society

Year:

2003

Language:

english

File:

PDF, 1.74 MB

english, 2003

20

Harnack Inequalities and Gaussian Estimates for a Class of Hypoelliptic Operators

Andrea Pascucci and Sergio Polidoro

Journal:

Transactions of the American Mathematical Society

Year:

2006

Language:

english

File:

PDF, 1.35 MB

english, 2006

21

On the Harnack Inequality for a Class of Hypoelliptic Evolution Equations

Andrea Pascucci and Sergio Polidoro

Journal:

Transactions of the American Mathematical Society

Year:

2004

Language:

english

File:

PDF, 777 KB

english, 2004

22

EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL-STOCHASTIC VOLATILITY MODELS

Lorig, Matthew, Pagliarani, Stefano, Pascucci, Andrea

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 597 KB

english, 2015

23

LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS

Leung, Tim, Lorig, Matthew, Pascucci, Andrea

Journal:

Mathematical Finance

Year:

2016

Language:

english

File:

PDF, 576 KB

english, 2016

24

Efficient Computation of Various Valuation Adjustments Under Local Lévy Models

Borovykh, Anastasia, Pascucci, Andrea, Oosterlee, Cornelis W.

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 479 KB

english, 2018

25

Analytical Expansions for Parabolic Equations

Lorig, Matthew, Pagliarani, Stefano, Pascucci, Andrea

Journal:

SSRN Electronic Journal

Year:

2013

File:

PDF, 307 KB

2013

26

Virtual reality in vestibular rehabilitation: a pilot study

Miziara, Otávio Corrêa, de Oliveira, Vanessa Rossato, Gasparini, Andréa Licre Pessina, Souza, Beatriz Coelho, Santos, Angela, Shimano, Suraya Gomes Novais, de Souza, Luciane Aparecida Pascucci Sande

Journal:

International Journal of Therapy and Rehabilitation

Year:

2019

Language:

english

File:

PDF, 149 KB

english, 2019

27

Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients

Lanconelli, Alberto, Pascucci, Andrea, Polidoro, Sergio

Journal:

Journal of Evolution Equations

Year:

2020

File:

PDF, 385 KB

2020

28

Calibration of a path-dependent volatility model: Empirical tests

Paolo Foschi, Andrea Pascucci

Journal:

Computational Statistics & Data Analysis

Year:

2009

Language:

english

File:

PDF, 1.74 MB

english, 2009

29

Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

Kaj Nyström, Andrea Pascucci, Sergio Polidoro

Journal:

Journal of Differential Equations

Year:

2010

Language:

english

File:

PDF, 228 KB

english, 2010

30

A continuous dependence result for ultraparabolic equations in option pricing

Marco Di Francesco, Andrea Pascucci

Journal:

Journal of Mathematical Analysis and Applications

Year:

2007

Language:

english

File:

PDF, 178 KB

english, 2007

31

Regularity properties of viscosity solutions of a non-Hörmander degenerate equation

Giovanna Citti, Andrea Pascucci, Sergio Polidoro

Journal:

Journal de Mathématiques Pures et Appliquées

Year:

2001

Language:

english

File:

PDF, 146 KB

english, 2001

32

A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations

Andrea Pascucci, Sergio Polidoro

Journal:

Journal of Mathematical Analysis and Applications

Year:

2003

Language:

english

File:

PDF, 137 KB

english, 2003

33

Spatial deficits in a mouse model of Parkinson disease

Elvira De Leonibus, Tiziana Pascucci, Sebastien Lopez, Alberto Oliverio, Marianne Amalric, Andrea Mele

Journal:

Psychopharmacology

Year:

2007

Language:

english

File:

PDF, 245 KB

english, 2007

34

Path dependent volatility

Paolo Foschi, Andrea Pascucci

Journal:

Decisions in Economics and Finance

Year:

2008

Language:

english

File:

PDF, 1.67 MB

english, 2008

35

Monte Carlo Filter in Mobile Robotics Localization: A Clustered Evolutionary Point of View

Andrea Gasparri, Stefano Panzieri, Federica Pascucci, Giovanni Ulivi

Journal:

Journal of Intelligent & Robotic Systems

Year:

2006

Language:

english

File:

PDF, 626 KB

english, 2006

36

A spatially structured genetic algorithm for multi-robot localization

Andrea Gasparri, Stefano Panzieri, Federica Pascucci

Journal:

Intelligent Service Robotics

Year:

2009

Language:

english

File:

PDF, 689 KB

english, 2009

37

Chronic intracerebroventricular injection of TLQP-21 prevents high fat diet induced weight gain in fast weight-gaining mice

Alessandro Bartolomucci, Elena Bresciani, Ilaria Bulgarelli, Antonello E. Rigamonti, Tiziana Pascucci, Andrea Levi, Roberta Possenti, Antonio Torsello, Vittorio Locatelli, Eugenio E. Muller, Anna Mole

Journal:

Genes & Nutrition

Year:

2009

Language:

english

File:

PDF, 330 KB

english, 2009

38

Molecular Basis of Kindler Syndrome in Italy: Novel and Recurrent Alu/Alu Recombination, Splice Site, Nonsense, and Frameshift Mutations in the KIND1 Gene

Has, Cristina, Wessagowit, Vesarat, Pascucci, Monica, Baer, Corinna, Didona, Biagio, Wilhelm, Christian, Pedicelli, Cristina, Locatelli, Andrea, Kohlhase, Jürgen, Ashton, Gabrielle H S

Journal:

The Journal of Investigative Dermatology

Year:

2006

Language:

english

File:

PDF, 275 KB

english, 2006

39

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci

Journal:

Central European Journal of Mathematics

Year:

2012

Language:

english

File:

PDF, 1.87 MB

english, 2012

40

Superparabolic Functions Related to Second Order Hypoelliptic Operators

Ermanno Lanconelli, Andrea Pascucci

Journal:

Potential Analysis

Year:

1999

Language:

english

File:

PDF, 107 KB

english, 1999

41

Adolescents with cancer in Italy: Entry into the national cooperative paediatric oncology group AIEOP trials

Andrea Ferrari, Elisa Dama, Andrea Pession, Roberto Rondelli, Cristiana Pascucci, Franco Locatelli, Stefano Ferrari, Maurizio Mascarin, Franco Merletti, Giuseppe Masera, Maurizio Aricò, Guido Pastore

Journal:

European Journal of Cancer

Year:

2009

Language:

english

File:

PDF, 122 KB

english, 2009

42

Immunohistochemical identification and localization of orexin A and orexin type 2 receptor in the horse gastrointestinal tract

Cecilia Dall’Aglio, Luisa Pascucci, Francesca Mercati, Andrea Giontella, Vera Pedini, Piero Ceccarelli

Journal:

Research in Veterinary Science

Year:

2009

Language:

english

File:

PDF, 1.32 MB

english, 2009

43

On the Cauchy Problem for a Nonlinear Kolmogorov Equation

Pascucci, Andrea, Polidoro, Sergio

Journal:

SIAM Journal on Mathematical Analysis

Year:

2003

Language:

english

File:

PDF, 212 KB

english, 2003

44

[UNITEXT] Calcolo stocastico per la finanza ||

Pascucci, Andrea

Year:

2008

Language:

italian

File:

PDF, 3.93 MB

italian, 2008

45

Diagnosis of dourine in outbreaks in Italy

Pascucci, Ilaria, Di Provvido, Andrea, Cammà, Cesare, Di Francesco, Gabriella, Calistri, Paolo, Tittarelli, Manuela, Ferri, Nicola, Scacchia, Massimo, Caporale, Vincenzo

Journal:

Veterinary Parasitology

Year:

2013

Language:

english

File:

PDF, 869 KB

english, 2013

46

Shoreline evolution related to coastal development of a managed beach in Alghero, Sardinia, Italy

Manca, Eleonora, Pascucci, Vincenzo, Deluca, Mario, Cossu, Andrea, Andreucci, Stefano

Journal:

Ocean & Coastal Management

Year:

2013

Language:

english

File:

PDF, 5.22 MB

english, 2013

47

The Obstacle Problem for a Class of Hypoelliptic Ultraparabolic Equations

Marco Di Francesco, Andrea Pascucci and Sergio Polidoro

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2008

Language:

english

File:

PDF, 1.45 MB

english, 2008

48

On the Complete Model with Stochastic Volatility by Hobson and Rogers

Marco di Francesco and Andrea Pascucci

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2004

Language:

english

File:

PDF, 322 KB

english, 2004

49

[IEEE Automation (MED 2010) - Marrakech, Morocco (2010.06.23-2010.06.25)] 18th Mediterranean Conference on Control and Automation, MED'10 - A RSSI-based technique for inter-distance computation in Multi-Robot Systems

Filoramo, Carlo, Gasparri, Andrea, Pascucci, Federica, Priolo, Attilio, Ulivi, Giovanni

Year:

2010

Language:

english

File:

PDF, 216 KB

english, 2010

50

Toscana Virus Infections in Northern Italy: Laboratory and Clinical Evaluation

Vocale, Caterina, Bartoletti, Michele, Rossini, Giada, Macini, Pierluigi, Pascucci, Maria Grazia, Mori, Fernanda, Tampieri, Andrea, Lenzi, Tiziano, Pavoni, Michele, Giorgi, Claudia, Gaibani, Paolo, Ca

Journal:

Vector-Borne and Zoonotic Diseases

Year:

2012

Language:

english

File:

PDF, 210 KB

english, 2012