RAMPONI, ALESSANDRO
RAMPONI, ALESSANDRO
Dipartimento di Economia e Finanza
A moment matching method for option pricing under stochastic interest rates
2021-04-15 Antonelli, F; Ramponi, A; Scarlatti, S
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
A note on the complex roots of complex random polynomials
1999-01-01 Ramponi, A
A review of techniques for the estimation of the term structure
2002-01-01 Marangio, L; Ramponi, A; Bernaschi, M
A stochastic model for evaluating the peaks of commodities' returns
2023-01-01 Cerqueti, R; Mattera, R; Ramponi, A
Adaptive and monotone spline estimation of the cross--sectional term structure of interest rates
2003-01-01 Ramponi, A
Approximate value adjustments for European claims
2022-01-01 Antonelli, F; Ramponi, A; Scarlatti, S
Computing quantiles in regime-switching jump-diffusions with application to optimal risk management: a Fourier transform approach
2012-01-01 Ramponi, A
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
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
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends
2022-01-01 Ferraro, G; Ramponi, A; Scarlatti, S
Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options
2012-01-01 Ramponi, A
Lezioni di finanza matematica
2012-01-01 Ramponi, A
Mixture dynamics and option pricing: a regime switching model
2008-09-01 Ramponi, A
Mixture dynamics and regime switching diffusions with application to option pricing
2011-01-01 Ramponi, A