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Simonella, Roberta
9  results:
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1

Models and numerical methods for XVA pricing under mean rev..:

Arregui, Íñigo ; Simonella, Roberta ; Vázquez, Carlos
Communications in Nonlinear Science and Numerical Simulation.  130 (2024)  - p. 107725 , 2024
Link: https://doi.org/10.1016/..
 
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XVA in a multi-currency setting with stochastic foreign exc..:

Simonella, Roberta ; Vázquez, Carlos
Mathematics and Computers in Simulation.  207 (2023)  - p. 59-79 , 2023
Link: https://doi.org/10.1016/..
 
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3

A stochastic Asset Liability Management model for life insu..:

Di Francesco, Marco ; Simonella, Roberta
Financial Markets and Portfolio Management.  37 (2022)  1 - p. 61-94 , 2022
Link: https://doi.org/10.1007/..
 
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4

Total value adjustment for European options in a multi‐curr..:

Arregui, Iñigo ; Simonella, Roberta ; Vázquez, Carlos
Applied Mathematics and Computation.  413 (2022)  - p. 126647 , 2022
Link: https://doi.org/10.1016/..
 
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5

Modelling and Computing the Total Value Adjustment for Euro..:

, In: Mathematics in Industry; Progress in Industrial Mathematics at ECMI 2021,
Arregui, Iñigo ; Simonella, Roberta ; Vázquez, Carlos - p. 313-319 , 2022
Link: https://doi.org/10.1007/..
 
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XVA in a multi-currency setting with stochastic foreign exc..:

Simonella, Roberta ; Vázquez, Carlos
info:eu-repo/grantAgreement/EC/H2020/813261.  , 2023
Link: http://hdl.handle.net/21..
 
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Total Value Adjustment for European Options in a Multi‐Curr..:

Arregui, Ìñigo ; Simonella, Roberta ; Vázquez, Carlos
info:eu-repo/grantAgreement/EC/H2020/813261.  , 2022
Link: http://hdl.handle.net/21..
 
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8

Tecniche probabilistiche per equazioni differenziali:

Simonella, Roberta
http://amslaurea.unibo.it/16868/1/Tecniche%20probabilistiche%20per%20equazioni%20differenziali.pdf.  , 2018
Link: http://amslaurea.unibo.i..
 
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9

Il Moto Browniano Matematico:

Simonella, Roberta
http://amslaurea.unibo.it/12049/1/Tesi_R.Simonella.pdf.  , 2016
Link: http://amslaurea.unibo.i..
 
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