Pubblicazioni

Analytical Pricing of American Put Options on a Zero Coupon Bond in the Heath-Jarrow-Morton Model

2015 - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Chiarolla, Maria; De Angelis, Tiziano

Flows, currents, and cycles for Markov chains: Large deviation asymptotics

2015 - STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Bertini Malgarini, Lorenzo; Faggionato, Alessandra; D., Gabrielli

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