Sfoglia per Autore
Stopping rules for the multistart method when different local minima have different function values
1990-01-01 Piccioni, M; Ramponi, A
Stochastic adaptive selection of weights in the simulated tempering algorithm
1998-01-01 Ramponi, A
A note on the complex roots of complex random polynomials
1999-01-01 Ramponi, A
Selection of importance weights for Monte Carlo estimation of normalizing constants
1999-01-01 Jona Lasinio, G; Piccioni, M; Ramponi, A
A new estimation method in modal analysis
2000-01-01 Barone, P; Ramponi, A
A new numerical procedure for solving the nuclear magnetic resonance relaxometry problem
2001-01-01 Barone, P; Ramponi, A; Sebastiani, G
On the numerical inversion of the Laplace transform for nuclear magnetic resonance relaxometry
2001-01-01 Barone, P; Ramponi, A; Sebastiani, G
A review of techniques for the estimation of the term structure
2002-01-01 Marangio, L; Ramponi, A; Bernaschi, M
Adaptive and monotone spline estimation of the cross--sectional term structure of interest rates
2003-01-01 Ramponi, A
Exchange options with stochastic volatility
2006-09-01 Antonelli, F; Ramponi, A; Scarlatti, S
Mixture dynamics and option pricing: a regime switching model
2008-09-01 Ramponi, A
Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation
2009-01-01 Ramponi, A; Scarlatti, S
Exchange option pricing under stochastic volatility: a correlation expansion
2010-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
Mixture dynamics and regime switching diffusions with application to option pricing
2011-01-01 Ramponi, A
Computing quantiles in regime-switching jump-diffusions with application to optimal risk management: a Fourier transform approach
2012-01-01 Ramponi, A
Lezioni di finanza matematica
2012-01-01 Ramponi, A
Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options
2012-01-01 Ramponi, A
Option-based risk management of a bond portfolio under regime switching interest rates
2013-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
VaR-Optimal risk management in regime-switching jump-diffusion models
2013-01-01 Ramponi, A
Random time forward starting options
2015-03-31 Antonelli, F; Ramponi, A; Scarlatti, S
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