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

Palmerini, Luca ; Bagalà, Fabio ; Zanetti, Andrea ; Klenk, Jochen ; Becker, Clemens ; Cappello, Angelo (2015) A Wavelet-Based Approach to Fall Detection. Sensors, 15 (5). pp. 11575-11586. ISSN 1424-8220

Berti, Patrizia ; Crimaldi, Irene ; Pratelli, Luca ; Rigo, Pietro (2009) A central limit theorem and its applications to multicolor randomly reinforced urns. [Preprint]

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.

Crimaldi, Irene (2008) Almost sure conditional convergence for a Generalized Pòlya Urn. [Preprint]

Bianchi, Alessandra ; Bregni, Stefano ; Crimaldi, Irene ; Ferrari, Marco (2012) Analysis of a Hurst parameter estimator based on the modified Allan variance. [Preprint]

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

Bianchi, Alessandra ; Campanino, Massimo ; Crimaldi, Irene (2011) Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance. [Preprint]

Bianchi, Alessandra ; Campanino, Massimo ; Crimaldi, Irene (2011) Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance. [Preprint]

Berti, Patrizia ; Crimaldi, Irene ; Pratelli, Luca ; Rigo, Pietro (2009) Central limit theorems for multicolor urns with dominated colors. [Preprint]

Bassetti, Federico ; Crimaldi, Irene ; Leisen, Fabrizio (2008) Conditionally identically distributed species sampling sequences. [Preprint]

Bassetti, Federico ; Crimaldi, Irene ; Leisen, Fabrizio (2009) Conditionally identically distributed species sampling sequences. [Preprint]

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

Palumbo, Pierpaolo ; Palmerini, Luca ; Bandinelli, Stefania ; Chiari, Lorenzo (2015) Fall Risk Assessment Tools for Elderly Living in the Community: Can We Do Better? PLOS ONE, 10 (12). ISSN 1932-6203

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

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

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

Berti, Patrizia ; Crimaldi, Irene ; Pratelli, Luca ; Rigo, Pietro (2008) Rate of convergence of predictive distributions for dependent data. [Preprint]

A cura di: Matteucci, Mariagiulia (2013) Seventh International Workshop on Simulation, 21-25 May, 2013, Department of Statistical Sciences, Unit of Rimini, University of Bologna, Italy. Book of Abstracts. Bologna, IT: Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum Università di Bologna, p. 384. DOI 10.6092/unibo/amsacta/3677. In: Quaderni di Dipartimento. Serie Ricerche ISSN 1973-9346.

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