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Gaudenzi, Marcellino
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1

The life care annuity: enhancing product features and refin..:

Apicella, Giovanna ; Gaudenzi, Marcellino ; Molent, Andrea
Decisions in Economics and Finance.  , 2024
Link: https://doi.org/10.1007/..
 
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2

Exact Solutions and Approximations for Optimal Investment S..:

Vellekoop, Michel ; Gaudenzi, Marcellino
SIAM Journal on Financial Mathematics.  13 (2022)  2 - p. 491-520 , 2022
Link: https://doi.org/10.1137/..
 
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3

Fast binomial procedures for pricing Parisian/ParAsian opti..:

Gaudenzi, Marcellino ; Zanette, Antonino
Computational Management Science.  14 (2017)  3 - p. 313-331 , 2017
Link: https://doi.org/10.1007/..
 
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4

A Generalized Approach for the Modeling of Goodwin-Type Cyc..:

Madotto, Matteo ; Gaudenzi, Marcellino ; Zanolin, Fabio
Advanced Nonlinear Studies.  16 (2016)  4 - p. 775-793 , 2016
Link: https://doi.org/10.1515/..
 
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5

Pricing Ratchet Equity-Indexed Annuities with Early Surrend..:

Wei, Xiao ; Gaudenzi, Marcellino ; Zanette, Antonino
North American Actuarial Journal.  17 (2013)  3 - p. 229-252 , 2013
Link: https://doi.org/10.1080/..
 
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6

Counting paths on a chessboard with a barrier:

Gaudenzi, Marcellino
Nonlinear Analysis: Hybrid Systems.  4 (2010)  3 - p. 432-440 , 2010
Link: https://doi.org/10.1016/..
 
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7

Pricing American barrier options with discrete dividends by..:

Gaudenzi, Marcellino ; Zanette, Antonino
Decisions in Economics and Finance.  32 (2009)  2 - p. 129-148 , 2009
Link: https://doi.org/10.1007/..
 
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8

Pricing cliquet options by tree methods:

Gaudenzi, Marcellino ; Zanette, Antonino
Computational Management Science.  8 (2009)  1-2 - p. 125-135 , 2009
Link: https://doi.org/10.1007/..
 
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9

Evaluating fair premiums of equity-linked policies with sur..:

Costabile, Massimo ; Gaudenzi, Marcellino ; Massabò, Ivar.
Insurance: Mathematics and Economics.  45 (2009)  2 - p. 286-295 , 2009
Link: https://doi.org/10.1016/..
 
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10

New insights on testing the efficiency of methods of pricin..:

Pressacco, Flavio ; Gaudenzi, Marcellino ; Zanette, Antonino.
European Journal of Operational Research.  185 (2008)  1 - p. 235-254 , 2008
Link: https://doi.org/10.1016/..
 
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11

An efficient binomial method for pricing�American options:

Gaudenzi, Marcellino ; Pressacco, Flavio
Decisions in Economics and Finance.  26 (2003)  1 - p. 1-17 , 2003
Link: https://doi.org/10.1007/..
 
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12

On the Number of the Zeros of Solutions of a Linear Differe..:

Gaudenzi, Marcellino
Journal of Mathematical Analysis and Applications.  221 (1998)  1 - p. 306-325 , 1998
Link: https://doi.org/10.1006/..
 
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13

Fučı́k Spectrum for a Third Order Equation:

Gaudenzi, Marcellino ; Habets, Patrick
Journal of Differential Equations.  128 (1996)  2 - p. 556-595 , 1996
Link: https://doi.org/10.1006/..
 
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14

On the Sturm–Picone Theorem for nth Order Differential Equa..:

Gaudenzi, Marcellino
SIAM Journal on Mathematical Analysis.  21 (1990)  4 - p. 980-994 , 1990
Link: https://doi.org/10.1137/..
 
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15

On an Eigenvalue Problem of Ahmad and Lazer for Ordinary Di..:

Gaudenzi, Marcellino
Proceedings of the American Mathematical Society.  99 (1987)  2 - p. 237-243 , 1987
Link: https://www.jstor.org/st..
 
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