Publications

Fioresi, Rita; Latini, Emanuele; Marrani, Alessio, Klein and conformal superspaces, split algebras and spinor orbits, «REVIEWS IN MATHEMATICAL PHYSICS», 2017, 29, pp. 1750011 - 1750042 [Scientific article]

Abenda, Simonetta, On a family of KP multi–line solitons associated to rational degenerations of real hyperelliptic curves and to the finite non–periodic Toda hierarchy, «JOURNAL OF GEOMETRY AND PHYSICS», 2017, 119, pp. 112 - 138 [Scientific article] Open Access

Bertsch, Michiel; Franchi, Bruno; Marcello, Norina; Tesi, MARIA CARLA; Tosin, Andrea, Alzheimer's disease: a mathematical model for onset and progression, «MATHEMATICAL MEDICINE AND BIOLOGY», 2017, 34, pp. 193 - 214 [Scientific article] Open Access

Pagliarani, Stefano; Pascucci, Andrea, The exact Taylor formula of the implied volatility, «FINANCE AND STOCHASTICS», 2017, 21, pp. 661 - 718 [Scientific article] Open Access

Curato Gianbiagio; Gatheral Jim; Lillo Fabrizio, Optimal execution with non-linear transient market impact, «QUANTITATIVE FINANCE», 2017, 17, pp. 41 - 54 [Scientific article]

Bongiorno C.; Gurtner G.; Lillo F.; Mantegna R.N.; Miccichè S., Statistical characterization of deviations from planned flight trajectories in air traffic management, «JOURNAL OF AIR TRANSPORT MANAGEMENT», 2017, 58, pp. 152 - 163 [Scientific article]

Rambaldi, Marcello; Bacry, Emmanuel; Lillo, Fabrizio, The role of volume in order book dynamics: a multivariate Hawkes process analysis, «QUANTITATIVE FINANCE», 2017, 17, pp. 999 - 1020 [Scientific article]

Barucca, Paolo; Lillo, Fabrizio, Behind the price: on the role of agent’s reflexivity in financial market microstructure, in: Studies in Applied Philosophy, Epistemology and Rational Ethics, New York, Springer International Publishing, 2017, pp. 51 - 61 [Chapter or essay]

Mazzarisi, Piero; Lillo, Fabrizio, Methods for Reconstructing Interbank Networks from Limited Information: A Comparison, in: Econophysics and Sociophysics: Recent Progress and Future Directions, Milano, Springer, 2017, pp. 201 - 215 (NEW ECONOMIC WINDOWS) [Chapter or essay]

CINTI E; PRATELLI A, The epsilon - epsilon^(beta) property, the boundedness of isoperimetric sets in R N with density, and some applications, «JOURNAL FÜR DIE REINE UND ANGEWANDTE MATHEMATIK», 2017, 728, pp. 65 - 103 [Scientific article] Open Access

CINTI E; PRATELLI A, Regularity of isoperimetric sets in R2 with density, «MATHEMATISCHE ANNALEN», 2017, 368, pp. 419 - 432 [Scientific article]

Nicola, Arcozzi; Giulia, Sarfatti, From Hankel operators to Carleson measures in a quaternionic variable, «PROCEEDINGS OF THE EDINBURGH MATHEMATICAL SOCIETY», 2017, 60, pp. 565 - 585 [Scientific article]

Andrea Mazzon; Andrea Pascucci, The forward smile in local-stochastic volatility models, «THE JOURNAL OF COMPUTATIONAL FINANCE», 2017, 20, pp. 1 - 29 [Scientific article]

Bonfiglioli, A; Biagi, S, The existence of a global fundamental solution for homogeneous Hormander operators via a global lifting method, «PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY», 2017, 114, pp. 855 - 889 [Scientific article]

Maniezzo, Vittorio; Boschetti, Marco A.; Carbonaro, Antonella; Marzolla, Moreno; Strappaveccia, Francesco, Client-side combinatorial optimization, in: Metaheuristics: Proceeding of the MIC and MAEB 2017 Conferences, Barcelona, Spain, Editorial: Universitat Pompeu Fabra, 2017, pp. 791 - 793 (atti di: Metaheuristics International Conference (MIC 2017), Barcellona, from the 4th to 7th July 2017) [Contribution to conference proceedings]

Bergamasco, Adalberto; Parmeggiani, Alberto; Zani, Sergio; Zugliani, Giuliano, Classes of globally solvable involutive systems, «JOURNAL OF PSEUDO-DIFFERENTIAL OPERATORS AND APPLICATIONS», 2017, 8, pp. 551 - 583 [Scientific article]

Franca Franchi; Roberta Nibbi; Brian Straughan, Modelling Bidispersive Local Thermal Non-Equilibrium Flow, «FLUIDS», 2017, 2, pp. 1 - 10 [Scientific article] Open Access

Bove, Antonio; Mughetti, Marco, Analytic hypoellipticity for sums of squares and the Treves conjecture, II, «ANALYSIS & PDE», 2017, 10, pp. 1613 - 1635 [Scientific article]

Cinti, Eleonora; Franchi, Bruno; González, María Del Mar, $\Gamma$-Convergence of variational functionals with boundary terms in Stein manifolds, «CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS», 2017, 56, pp. 1 - 55 [Scientific article] Open Access

Albert, A.; Andrã©, M.; Anghinolfi, M.; Anton, G.; Ardid, M.; Aubert, J. -. J.; Avgitas, T.; Baret, B.; Barrios-martã­, J.; Basa, S.; Bertin, V.; Biagi, S.; Bormuth, R.; Bourret, S.; Bouwhuis, M. C.; Bruijn, R.; Brunner, J.; Busto, J.; Capone, A.; Caramete, L.; Carr, J.; Celli, S.; Chiarusi, T.; Circella, M.; Coelho, J. A. B.; Coleiro, A.; Coniglione, R.; Costantini, H.; Coyle, P.; Creusot, A.; Deschamps, A.; De Bonis, G.; Distefano, C.; Di Palma, I.; Donzaud, C.; Dornic, D.; Drouhin, D.; Eberl, T.; El Bojaddaini, I.; Elsã¤sser, D.; Enzenhã¶fer, A.; Felis, I.; Fusco, L. A.; Galatã , S.; Gay, P.; Giordano, V.; Glotin, H.; Grã©goire, T.; Gracia Ruiz, R.; Graf, K.; Hallmann, S.; Van Haren, H.; Heijboer, A. J.; Hello, Y.; Hernã¡ndez-rey, J. J.; Hã¶ã l, J.; Hofestã¤dt, J.; Hugon, C.; Illuminati, G.; James, C. W.; De Jong, M.; Jongen, M.; Kadler, M.; Kalekin, O.; Katz, U.; Kieã ling, D.; Kouchner, A.; Kreter, M.; Kreykenbohm, I.; Kulikovskiy, V.; Lachaud, C.; Lahmann, R., Search for high-energy neutrinos from gravitational wave event GW151226 and candidate LVT151012 with ANTARES and IceCube, «PHYSICAL REVIEW D», 2017, 96, pp. 1 - 15 [Scientific article] Open Access