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Numero di documenti a questo livello: 36.

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

Colombo, Luca ; Labrecciosa, Paola ; 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 ; 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 ; Pascucci, Andrea (2011) Analytical approximation of the transition density of a local volatility model. [Preprint]

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

Foschi, Paolo ; Pagliarani, Stefano ; 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 ; Lambertini, Luca ; 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 ; Nardini, Franco (2002) Endogenous innovation waves and economic growth. DOI 10.6092/unibo/amsacta/643.

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

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

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

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

Frentz, Marie ; Nystrom, Kaj ; Pascucci, Andrea ; 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 ; Pascucci, Andrea (2005) Parametrix approximations for option prices. [Preprint]

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

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

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

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

Corradi, Fabio ; 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 ; Andrea, Pascucci ; Sergio, Polidoro (2007) The obstacle problem for a class of hypoelliptic ultraparabolic equations. [Preprint]

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

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

Questa lista e' stata generata il Mon Oct 23 15:39:40 2017 CEST.
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