CARAMELLINO, LUCIA

CARAMELLINO, LUCIA  

Dipartimento di Matematica  

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Data di pubblicazione Titolo Autore(i) Tipo File
1-gen-1998 A diffusion approximation which models hierarchic interactions in cooperative biological systems Abundo, Mr; Baldi, P; Caramellino, L Articolo su rivista
1-gen-2017 A hybrid approach for the implementation of the Heston model Briani, M; Caramellino, L; Zanette, A Articolo su rivista
1-gen-2017 A hybrid tree/finite-difference approach for heston-hull-white-type models Briani, M; Caramellino, L; Zanette, A Articolo su rivista
1-gen-2006 A mixed PDE-Monte Carlo approach for pricing credit default index swaptions Bally, V; Caramellino, L; Zanette, A Articolo su rivista
1-gen-2015 A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model Appolloni, E; Caramellino, L; Zanette, A Articolo su rivista
1-gen-2002 An exit-probability-based approach for the valuation of defaultable securities Caramellino, L; Iovino, Mg Articolo su rivista
1-gen-2016 Asymptotic development for the CLT in total variation distance Bally, V; Caramellino, L Articolo su rivista
1-gen-2017 Convergence and regularity of probability laws by using an interpolation method Bally, V; Caramellino, L Articolo su rivista
1-gen-2018 Convergence in distribution norms in the CLT for non identical distributed random variables Bally, V; Caramellino, L; Poly, G Articolo su rivista
1-gen-2024 Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics Caramellino, L; Giorgio, G; Rossi, M Articolo su rivista
1-gen-2021 Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model Briani, M; Caramellino, L; Terenzi, G Articolo su rivista
1-gen-1994 Dependence and aging properties of lifetimes with Schur-constant survival functions Caramellino, L; Spizzichino, F Articolo su rivista
1-gen-1999 Diffusion approximations for random walks on nilpotent Lie groups Caramellino, L; Climescu Haulica, A; Pacchiarotti, B Articolo su rivista
1-gen-2011 General Freidlin–Wentzell Large Deviations and positive diffusions Baldi, P; Caramellino, L Articolo su rivista
1-gen-2015 Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes Caramellino, L; Pacchiarotti, B; Salvadei, S Articolo su rivista
1-gen-2008 Large deviation estimates of the crossing probability for pinned Gaussian processes Caramellino, L; Pacchiarotti, B Articolo su rivista
1-gen-2020 Large deviations of conditioned diffusions and applications Baldi, P; Caramellino, L; Rossi, M Articolo su rivista
1-gen-2001 Law of the iterated logarithm for random walks on nilpotent groups Caramellino, L; Di Vincenzo, V Articolo su rivista
1-gen-2011 Monte Carlo methods for pricing and hedging American options in high dimension Caramellino, L; Zanette, A Articolo su rivista
1-gen-2019 Non universality for the variance of the number of real roots of random trigonometric polynomials Bally, V; Caramellino, L; Poly, G Articolo su rivista