SCARLATTI, SERGIO
SCARLATTI, SERGIO
Dipartimento di Economia e Finanza
A folk theorem for minority games
2005-01-01 Scarlatti, S; Renault, J; Scarsini, M
A moment matching method for option pricing under stochastic interest rates
2021-04-15 Antonelli, F; Ramponi, A; Scarlatti, S
A remark on trace properties of K-cycles
1996-01-01 Cirpiani, F; Guido, D; Scarlatti, S
Approximate value adjustments for European claims
2022-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
CVA and Vulnerable Options in Stochastic Volatility Models
2019-08-01 Ramponi, A; Alos, E; Antonelli, F; Scarlatti, S
CVA and Vulnerable Options in Stochastic Volatility Models
2021-04-01 Alos, E; Antonelli, F; Ramponi, A; Scarlatti, S
CVA and vulnerable options pricing by correlation expansions
2019-09-16 Ramponi, A; Antonelli, F; Scarlatti, S
CVA in fractional and rough volatility models
2023-04-01 Alos, E; Antonelli, F; Ramponi, A; Scarlatti, S
Discounted and finitely repeated minority games with public signals
2008-01-01 Renault, J; Scarlatti, S; Scarsini, M
Dixmier traces and non standard analysis
1995-01-01 Albeverio, S; Guido, D; Ponosov, A; Scarlatti, S
Exchange option pricing under stochastic volatility: a correlation expansion
2010-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
Exchange options with stochastic volatility
2006-09-01 Antonelli, F; Ramponi, A; Scarlatti, S
Finanza e investimenti: fondamenti matematici
2011-01-01 Scarlatti, S
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends
2022-01-01 Ferraro, G; Ramponi, A; Scarlatti, S
From normal vs skew-normal portfolios: FSD and SSD rules
2012-01-01 Scarlatti, S; Blasi, F
Non standard representation of non normal traces
1993-01-01 Albeverio, S; Guido, D; Ponosov, A; Scarlatti, S
Non-symmetric Dirichlet forms on semifinite von Neumann algebras
1996-01-01 Guido, D; Isola, T; Scarlatti, S
On a convergent power series method to price defaultable bonds in a Vasicek-CIR model
2022-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
Optimal scaling of MaLa for non linear regression
2004-01-01 Scarlatti, S; Breyer, L; Piccioni, M
Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation
2009-01-01 Ramponi, A; Scarlatti, S
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2005 | A folk theorem for minority games | Scarlatti, S; Renault, J; Scarsini, M | Articolo su rivista | |
| 15-apr-2021 | A moment matching method for option pricing under stochastic interest rates | Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-gen-1996 | A remark on trace properties of K-cycles | Cirpiani, F; Guido, D; Scarlatti, S | Articolo su rivista | |
| 1-gen-2022 | Approximate value adjustments for European claims | Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-ago-2019 | CVA and Vulnerable Options in Stochastic Volatility Models | Ramponi, A; Alos, E; Antonelli, F; Scarlatti, S | Altro | |
| 1-apr-2021 | CVA and Vulnerable Options in Stochastic Volatility Models | Alos, E; Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 16-set-2019 | CVA and vulnerable options pricing by correlation expansions | Ramponi, A; Antonelli, F; Scarlatti, S | Articolo su rivista | |
| 1-apr-2023 | CVA in fractional and rough volatility models | Alos, E; Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-gen-2008 | Discounted and finitely repeated minority games with public signals | Renault, J; Scarlatti, S; Scarsini, M | Articolo su rivista | |
| 1-gen-1995 | Dixmier traces and non standard analysis | Albeverio, S; Guido, D; Ponosov, A; Scarlatti, S | Contributo in libro | |
| 1-gen-2010 | Exchange option pricing under stochastic volatility: a correlation expansion | Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-set-2006 | Exchange options with stochastic volatility | Antonelli, F; Ramponi, A; Scarlatti, S | Intervento a convegno | |
| 1-gen-2011 | Finanza e investimenti: fondamenti matematici | Scarlatti, S | Curatele | |
| 1-gen-2022 | Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends | Ferraro, G; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-gen-2012 | From normal vs skew-normal portfolios: FSD and SSD rules | Scarlatti, S; Blasi, F | Articolo su rivista | |
| 1-gen-1993 | Non standard representation of non normal traces | Albeverio, S; Guido, D; Ponosov, A; Scarlatti, S | Contributo in libro | |
| 1-gen-1996 | Non-symmetric Dirichlet forms on semifinite von Neumann algebras | Guido, D; Isola, T; Scarlatti, S | Articolo su rivista | |
| 1-gen-2022 | On a convergent power series method to price defaultable bonds in a Vasicek-CIR model | Antonelli, F; Ramponi, A; Scarlatti, S | Articolo su rivista | |
| 1-gen-2004 | Optimal scaling of MaLa for non linear regression | Scarlatti, S; Breyer, L; Piccioni, M | Articolo su rivista | |
| 1-gen-2009 | Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation | Ramponi, A; Scarlatti, S | Articolo su rivista |