Publications

Agliardi R.; Popivanov P.; Slavova A., Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type, «NONLINEAR ANALYSIS: REAL WORLD APPLICATIONS», 2011, 12, pp. 1429 - 1436 [Scientific article]

D. J. Silvester ; V. Simoncini, An Optimal Iterative Solver for Symmetric Indefinite Systems stemming from Mixed Approximation, «ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE», 2011, 37, pp. 1 - 24 [Scientific article]

R. Cesari; A.G. Quaranta, Un Approccio Robusto risk-based alla Gestione di Portafogliio, «BANCARIA», 2011, 1, pp. 18 - 31 [Scientific article]

Agliardi R., Option pricing under some Lévy-like stochastic processes, «APPLIED MATHEMATICS LETTERS», 2011, 24, pp. 572 - 576 [Scientific article]

L. Benini; R. Grottesi; S. Morigi; M. Ruggiero, Parallel Rendering and Animation of Subdivision Surfaces on the Cell BE Processor, «INTERNATIONAL JOURNAL OF PARALLEL PROGRAMMING», 2011, 39,4, pp. 494 - 521 [Scientific article]

E. Barbera; F. Brini, Heat transfer in gas mixtures: Advantages of an extended thermodynamics approach, «PHYSICS LETTERS A», 2011, 375, pp. 827 - 831 [Scientific article]

V. Grecchi; H. Kovarik; A. Martinez; A. Sacchetti; V. Sordoni, Stark effect on (H2+)-like molecules, in: T. HOSHIRO, W. MATSUMOTO, F. HIROSAWA, 26-th Matsuyama Camp:Recent Development on Partial Differential Equations, KYOTO, s.n, 2011, pp. 41 - 47 [Chapter or essay]

A. Martinez, Life-time for the molecular predissociation, in: T. HOSHIRO, W. MATSUMOTO, F. HIROSAWA, 26-th Matsuyama Camp:Recent Development on Partial Differential Equations, KYOTO, s.n, 2011, pp. 48 - 52 [Chapter or essay]

A. Pascucci, PDE and Martingale methods in option pricing, MILANO, Springer, 2011, pp. 720 (BOCCONI & SPRINGER SERIES). [Research monograph]

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. Caprara; L. Galli; P. Toth, Solution of the Train Platforming Problem, «TRANSPORTATION SCIENCE», 2011, 45, pp. 246 - 257 [Scientific article]

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]