Browse the list: Settori scientifico-disciplinari MIUR

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Number of documents on this level: 36.

Corielli, Francesco and Pascucci, Andrea (2007) Parametrix approximations for option prices. [Preprint]

Colombo, Luca and Labrecciosa, Paola and Lambertini, Luca (2005) A chicken game of intraindustry trade. p. 17. DOI 10.6092/unibo/amsacta/1797.

Cesari, Riccardo (1994) A generalized measure of competition. Bologna: Dipartimento di Scienze economiche DSE, p. 12. DOI 10.6092/unibo/amsacta/5122. In: Quaderni - Working Paper DSE (204). ISSN 2282-6483.

Pascucci, Andrea (2009) A short course on American options: notes of the lectures given at the Universities of Daejeon (South Korea) and La Coruna (Spain). In: PhD courses, 18-28 Sept 2008, Daejeon, South Korea.

Gozzi, Giancarlo and Nardini, Franco (2000) A two-sector model of the business cycle: a preliminary analysis. DOI 10.6092/unibo/amsacta/692.

Costa, Michele (1992) Analisi fattoriale e criteri di informazione: una simulazione nell'ambito di applicazioni finanziarie. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 15. DOI 10.6092/unibo/amsacta/2178. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.

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

Fanelli, Luca and Mazzocchi, M. (2004) Back to the future? Habits and rational addiction in UK tobacco and alcohol demand. [Preprint]

Foschi, Paolo and Pagliarani, Stefano and Pascucci, Andrea (2011) Black-Scholes formulae for Asian options in local volatility models. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 29. DOI 10.6092/unibo/amsacta/3091. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.

Scarani, Claudia (2001) Confronto fra stime di minimi quadrati e regolarizzate applicate a un modello macroeconomico dei consumi. DOI 10.6092/unibo/amsacta/671.

Cellini, Roberto and Lambertini, Luca and Leitmann, George (2005) Degenerate feedback and time consistency in dynamic games. p. 21. DOI 10.6092/unibo/amsacta/1759.

Lambertini, Luca (2005) Dynamic oligopoly à la Stackelberg with stochastic capital accumulation. p. 23. DOI 10.6092/unibo/amsacta/1796.

Andergassen, Rainer and Nardini, Franco (2002) Endogenous innovation waves and economic growth. DOI 10.6092/unibo/amsacta/643.

Pagliarani, Stefano and Pascucci, Andrea and Riga, Candia (2011) Expansion formulae for local Lévy models. [Preprint]

Pascucci, Andrea (2007) Free boundary and optimal stopping problems for American Asian options. [Preprint]

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

Lambertini, Luca and Mantovani, Andrea (2004) Identifying reaction functions in a differential oligopoly game with sticky prices. p. 19. DOI 10.6092/unibo/amsacta/1581.

Lambertini, Luca and Mantovani, Andrea (2004) Identifying reaction functions in differential oligopoly games. p. 29. DOI 10.6092/unibo/amsacta/1556.

Cesari, Riccardo (1991) Maturity Effects of Futures and Forward Prices in a Two-Factor General Equilibrium Model. Bologna: Dipartimento di Scienze economiche DSE, p. 18. DOI 10.6092/unibo/amsacta/5236. In: Quaderni - Working Paper DSE (124). ISSN 2282-6483.

Barigozzi, Francesca and Levaggi, Rosella (2005) New developments in physician agency: the role of patient information. p. 15. DOI 10.6092/unibo/amsacta/1799.

Monti, Laura and Pascucci, Andrea (2009) Obstacle problem for Arithmetic Asian options.

Frentz, Marie and Nystrom, Kaj and Pascucci, Andrea and Polidoro, Sergio (2008) Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options. [Preprint]

Bernini, Cristina (1994) Osservazioni statistiche ed economiche sull'aggregazione: un'applicazione al modello dei valori attesi per il mercato finanziario. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 32. DOI 10.6092/unibo/amsacta/2211. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.

Corielli, Francesco and Pascucci, Andrea (2005) Parametrix approximations for option prices. [Preprint]

Pascucci, Andrea and Foschi, Paolo (2006) Path dependent volatility. [Preprint]

Cellini, Roberto and Lambertini, Luca and Leitmann, George (2004) Perfect uncontrollable differential games. p. 34. DOI 10.6092/unibo/amsacta/1547.

Magi, Alessandro (2007) Portfolio choice, behavioral preferences and equity home bias. [Preprint]

Tassinari, Gian Luca and Corradi, Corrado (2011) Pricing Equity and Debt Tranches of Collateralized Funds of Hedge Fund Obligations: an approach based on Stochastic Time Change and Esscher Transformed Martingale Measure. [Preprint]

Cellini, Roberto and Lambertini, Luca (2004) R&D incentives under Bertrand competition: a differential game. p. 17. DOI 10.6092/unibo/amsacta/1557.

Nystrom, Kaj and Pascucci, Andrea and Polidoro, Sergio (2009) Regularity near the Initial State in the Obstacle Problem for a class of Hypoelliptic Ultraparabolic Operators. [Preprint]

Gardini, Attilio and Cavaliere, Giuseppe and Fanelli, Luca (2006) Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia. [Preprint]

Corradi, Fabio and Guagnano, Giuseppina (1993) Stima precoce dei consumi privati di contabilita nazionale mediante modelli strutturali dinamici. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 30. DOI 10.6092/unibo/amsacta/2196. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.

Fanelli, Luca (2006) Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area. [Preprint]

Marco, Di Francesco and Andrea, Pascucci and Sergio, Polidoro (2007) The obstacle problem for a class of hypoelliptic ultraparabolic equations. [Preprint]

Cellini, Roberto and Lambertini, Luca (2004) Time consistent fiscal policies in a Ramsey economy. p. 28. DOI 10.6092/unibo/amsacta/1561.

Tassinari, Gian Luca and Corradi, Corrado (2012) Valuation of Collateralized Funds of Hedge Fund Obligations: a basket option pricing approach. [Preprint]

This list has been generated onMon Jan 25 20:37:37 2021 CET.
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