Sfoglia per Autore
Dependence and aging properties of lifetimes with Schur-constant survival functions
1994-01-01 Caramellino, L; Spizzichino, F
Some remarks on a Markov chain modelling cooperative biological systems
1995-01-01 Abundo, Mr; Caramellino, L
WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
1996-01-01 Caramellino, L; Spizzichino, F
A diffusion approximation which models hierarchic interactions in cooperative biological systems
1998-01-01 Abundo, Mr; Baldi, P; Caramellino, L
Strassen's law of the iterated logarithm for di usion processes for small time
1998-01-01 Caramellino, L
Diffusion approximations for random walks on nilpotent Lie groups
1999-01-01 Caramellino, L; Climescu Haulica, A; Pacchiarotti, B
Law of the iterated logarithm for random walks on nilpotent groups
2001-01-01 Caramellino, L; Di Vincenzo, V
An exit-probability-based approach for the valuation of defaultable securities
2002-01-01 Caramellino, L; Iovino, Mg
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion.
2002-01-01 Caramellino, L; Pacchiarotti, B
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
2005-01-01 Bally, V; Caramellino, L; Zanette, A
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions
2006-01-01 Bally, V; Caramellino, L; Zanette, A
Large deviation estimates of the crossing probability for pinned Gaussian processes
2008-01-01 Caramellino, L; Pacchiarotti, B
General Freidlin–Wentzell Large Deviations and positive diffusions
2011-01-01 Baldi, P; Caramellino, L
Monte Carlo methods for pricing and hedging American options in high dimension
2011-01-01 Caramellino, L; Zanette, A
Riesz transform and integration by parts formulas for random variables
2011-01-01 Bally, V; Caramellino, L
Positivity and Lower Bounds for the Density of Wiener Functionals
2013-01-01 Bally, V; Caramellino, L
On the distances between probability density functions
2014-01-01 Bally, V; Caramellino, L
A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model
2015-01-01 Appolloni, E; Caramellino, L; Zanette, A
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes
2015-01-01 Caramellino, L; Pacchiarotti, B; Salvadei, S
Stochastic integration by parts and functional Itô calculus.
2016-01-01 Bally, V; Caramellino, L; Cont, R
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