The following pages link to Andrea Pascucci (Q432230):
Displaying 29 items.
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
- (Q4786640) (← links)
- Hölder regularity for a Kolmogorov equation (Q4787444) (← links)
- A priori estimates for quasilinear degenerate parabolic equations (Q4787497) (← links)
- On the Harnack inequality for a class of hypoelliptic evolution equations (Q4813853) (← links)
- CDS calibration under an extended JDCEV model (Q5031741) (← links)
- Teoria della Probabilità (Q5119156) (← links)
- Analytical Expansions for Parabolic Equations (Q5264986) (← links)
- EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS (Q5283408) (← links)
- THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS (Q5315546) (← links)
- LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS (Q5371136) (← links)
- LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
- (Q5424044) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- (Q5447271) (← links)
- (Q5702829) (← links)
- (Q5713276) (← links)
- Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992) (← links)
- Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)
- Sobolev embeddings for kinetic Fokker-Planck equations (Q6119956) (← links)
- Backward and forward filtering under the weak Hörmander condition (Q6163564) (← links)
- Optimal Schauder estimates for kinetic Kolmogorov equations with time measurable coefficients (Q6509830) (← links)
- Probability theory I. Random variables and distributions. Translated from the Italian (Q6633016) (← links)
- Probability theory II. Stochastic calculus. Translated from the Italian (Q6633017) (← links)
- Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients (Q6745515) (← links)
- McKean-Vlasov stochastic equations with Hölder coefficients (Q6756017) (← links)
- Well-posedness of McKean-Vlasov kinetic equations by inversion (Q6762919) (← links)
