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Gaudenzi, Marcellino
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Online (34)
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Articles (Online) (15)
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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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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/..
?
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..
1-15