E-LIB Suche - Ergebnisse für: Sgarra, Carlo

1

Hawkes Processes in Energy Markets: Modelling, Estimation a..:

, In: Quantitative Energy Finance,

Brignone, Riccardo ; Gonzato, Luca ; Sgarra, Carlo - p. 41-72 , 2024

Link: https://doi.org/10.1007/..

2

Optimal reinsurance via BSDEs in a partially observable mod..:

Brachetta, Matteo ; Callegaro, Giorgia ; Ceci, Claudia.
Finance and Stochastics. 28 (2023) 2 - p. 453-495 , 2023

Link: https://doi.org/10.1007/..

3

Short Review of Probability and of Stochastic Processes:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 1-16 , 2023

Link: https://doi.org/10.1007/..

4

Mathematical Finance: Theory Review and Exercises

La Matematica per il 3+2, 149

Rosazza Gianin, Emanuela ; Sgarra, Carlo - 2nd ed. 2023 . , 2023

Link: https://doi.org/10.1007/..

5

Interest Rates Term Structure Models Driven by Hawkes Proce..:

Bernis, Guillaume ; Garcin, Matthieu ; Scotti, Simone.
SIAM Journal on Financial Mathematics. 14 (2023) 4 - p. 1062-1079 , 2023

Link: https://doi.org/10.1137/..

6

Exotic Options:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 191-219 , 2023

Link: https://doi.org/10.1007/..

7

Risk Measures: Value at Risk and Beyond:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 269-299 , 2023

Link: https://doi.org/10.1007/..

8

Itô's Formula and Stochastic Differential Equations:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 89-103 , 2023

Link: https://doi.org/10.1007/..

9

Guaranteed Minimum Maturity Benefits in a Self-Exciting Sto..:

Baños, David ; H. Sande, Å. ; Sgarra, Carlo
North American Actuarial Journal. , 2023

Link: https://doi.org/10.1080/..

10

Commodity Asian option pricing and simulation in a 4-factor..:

Brignone, Riccardo ; Gonzato, Luca ; Sgarra, Carlo
Annals of Operations Research. 336 (2023) 1-2 - p. 275-306 , 2023

Link: https://doi.org/10.1007/..

11

Black-Scholes Model for Option Pricing and Hedging Strategi..:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 131-167 , 2023

Link: https://doi.org/10.1007/..

12

Binomial Model for Option Pricing:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 31-62 , 2023

Link: https://doi.org/10.1007/..

13

Portfolio Optimization in Discrete-Time Models:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 17-30 , 2023

Link: https://doi.org/10.1007/..

14

Interest Rate Models:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 221-253 , 2023

Link: https://doi.org/10.1007/..

15

Absence of Arbitrage and Completeness of Market Models:

, In: UNITEXT; Mathematical Finance,

Rosazza Gianin, Emanuela ; Sgarra, Carlo - p. 63-87 , 2023

Link: https://doi.org/10.1007/..