CARAMELLINO, LUCIA
CARAMELLINO, LUCIA
Dipartimento di Matematica
A diffusion approximation which models hierarchic interactions in cooperative biological systems
1998-01-01 Abundo, Mr; Baldi, P; Caramellino, L
A hybrid approach for the implementation of the Heston model
2017-01-01 Briani, M; Caramellino, L; Zanette, A
A hybrid tree/finite-difference approach for heston-hull-white-type models
2017-01-01 Briani, M; 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
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
An exit-probability-based approach for the valuation of defaultable securities
2002-01-01 Caramellino, L; Iovino, Mg
Asymptotic development for the CLT in total variation distance
2016-01-01 Bally, V; Caramellino, L
Convergence and regularity of probability laws by using an interpolation method
2017-01-01 Bally, V; Caramellino, L
Convergence in distribution norms in the CLT for non identical distributed random variables
2018-01-01 Bally, V; Caramellino, L; Poly, G
Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics
2024-01-01 Caramellino, L; Giorgio, G; Rossi, M
Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusion with application to the Bates model
2021-01-01 Briani, M; Caramellino, L; Terenzi, G
Dependence and aging properties of lifetimes with Schur-constant survival functions
1994-01-01 Caramellino, L; Spizzichino, F
Diffusion approximations for random walks on nilpotent Lie groups
1999-01-01 Caramellino, L; Climescu Haulica, A; Pacchiarotti, B
General Freidlin–Wentzell Large Deviations and positive diffusions
2011-01-01 Baldi, P; Caramellino, L
Large Deviation Approaches for the Numerical Computation of the Hitting Probability for Gaussian Processes
2015-01-01 Caramellino, L; Pacchiarotti, B; Salvadei, S
Large deviation estimates of the crossing probability for pinned Gaussian processes
2008-01-01 Caramellino, L; Pacchiarotti, B
Large deviations of conditioned diffusions and applications
2020-01-01 Baldi, P; Caramellino, L; Rossi, M
Law of the iterated logarithm for random walks on nilpotent groups
2001-01-01 Caramellino, L; Di Vincenzo, V
Monte Carlo methods for pricing and hedging American options in high dimension
2011-01-01 Caramellino, L; Zanette, A
Non universality for the variance of the number of real roots of random trigonometric polynomials
2019-01-01 Bally, V; Caramellino, L; Poly, G