Publications

Pascucci A.; M. Suarez-Taboada; C. Vazquez, Mathematical analysis and numerical methods for a PDE model governing a rachet-cap pricing in the Libor Market Model, «MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES», 2011, 7, pp. 1479 - 1498 [Scientific article]

S. Salti; A. Lanza; L. Di Stefano, Bayesian Loop for Synergistic Change Detection and Tracking, in: Computer Vision – ACCV 2010 Workshops, BERLINO, Springer Berlin Heidelberg, 2011, pp. 43 - 53 (LECTURE NOTES IN COMPUTER SCIENCE) [Chapter or essay]

C. Chiarella; R. Dieci; X.-Z. He, Do heterogeneous beliefs diversify market risk?, «EUROPEAN JOURNAL OF FINANCE», 2011, 17, pp. 241 - 258 [Scientific article]

L. Ironi; L. Panzeri ; E. Plahte; V. Simoncini, Dynamics of actively regulated gene networks, «PHYSICA D-NONLINEAR PHENOMENA», 2011, 240, pp. 779 - 794 [Scientific article]

A.Bernardi; A.Gimigliano; M.Idà, Computing symmetric rank for symmetric tensors., «JOURNAL OF SYMBOLIC COMPUTATION», 2011, 46 (1), pp. 34 - 53 [Scientific article]

A. Pascucci; R. Agliardi, Introduction to Lévy processes, in: A. PASCUCCI, PDE and Martingale Methods in Option Pricing, MILANO, Springer Verlag, 2011, pp. 429 - 495 [Chapter or essay]

A.Gimigliano; A.V.Geramita; M.V.Catalisano, Secant varieties of ℙ1 × ⋯ × ℙ1 (n-times) are not defective for n ≥ 5, «JOURNAL OF ALGEBRAIC GEOMETRY», 2011, 20, pp. 295 - 327 [Scientific article]

G. Tomassini; S. Venturini, Adapted complex tubes on the symplectization of pseudo-Hermitian manifolds, «ARCHIV DER MATHEMATIK», 2011, 96, pp. 77 - 83 [Scientific article]

pierluigi contucci; cristian giardina; claudio giberti; giorgio parisi; cecilia vernia, Interface Energy in the Edwards-Anderson Model, «JOURNAL OF STATISTICAL PHYSICS», 2011, 142, pp. 1 - 10 [Scientific article]

M. Fabrizio; B. Lazzari; R. Nibbi, Thermodynamics of non-local materials: extra fluxes and internal powers, «CONTINUUM MECHANICS AND THERMODYNAMICS», 2011, 23, pp. 509 - 525 [Scientific article]

Agliardi E.; Agliardi R., An application of fuzzy methods to evaluate a patent under the chance of litigation, «EXPERT SYSTEMS WITH APPLICATIONS», 2011, 38, pp. 13143 - 13148 [Scientific article]

E. Barbera; F. Brini, Heat transfer in a binary gas mixture between two parallel plates: an application of linear extended thermodynamics, «ACTA MECHANICA», 2011, 220, pp. 87 - 105 [Scientific article]

L. B. Montefusco;D. Lazzaro; S. Papi; C. Guerrini, A Fast Compressed Sensing Approach to 3D MR Image Reconstruction, «IEEE TRANSACTIONS ON MEDICAL IMAGING», 2011, 30, pp. 1064 - 1075 [Scientific article]

F. Ferrari; E. Valdinoci, Density estimates for a fluid jet model in the Heisenberg group, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2011, 382, pp. 448 - 468 [Scientific article]

E. Loli Piccolomini; G. landi, Quasi-Newton projection methods and the discrepancy principle in image restoration, «APPLIED MATHEMATICS AND COMPUTATION», 2011, 218, pp. 2091 - 2107 [Scientific article]

E. Loli Piccolomini; F. Zama, An iterative algorithm for large size least-squares constrained regularization problems, «APPLIED MATHEMATICS AND COMPUTATION», 2011, 217, pp. 10343 - 10354 [Scientific article]

S. Francaviglia; A. Martino, Metric Properties of Outer Space, «PUBLICACIONS MATEMÀTIQUES», 2011, 55, pp. 433 - 473 [Scientific article]

R. Agliardi, A comprehensive option pricing formula in a Lévy framework, in: Proceedings XVII Meeting on Risk Theory, TRICASE (LE), Libellula Edizioni, 2011, pp. 7 - 18 [Chapter or essay]

Agliardi R., Option pricing under generalized Lévy processes with state dependent parameters, in: Proceedings of the 8th international Conference on Applied Financial Economics, ATHENS, INEAG, 2011, pp. 559 - 564 [Chapter or essay]

F. Caselli; R.Fulci, Refined Gelfand models for wreath products, «EUROPEAN JOURNAL OF COMBINATORICS», 2011, 32, pp. 198 - 216 [Scientific article]