Roberto De Marchis

Publications

Title Published on Year
Volterra-renewal integral equations: a combined simplified numerical approach INTERNATIONAL JOURNAL OF MATHEMATICAL ANALYSIS 2024
An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options MATHEMATICS 2023
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders DECISIONS IN ECONOMICS AND FINANCE 2022
Betting on bitcoin: a profitable trading between directional and shielding strategies DECISIONS IN ECONOMICS AND FINANCE 2021
Evaluating Ruin Probabilities: A Streamlined Approach APPLIED MATHEMATICS E-NOTES 2021
Accidental Degeneracy of an Elliptic Differential Operator: a Clarification in Terms of Ladder Operators MATHEMATICA 2021
A new numerical method for a class of Volterra and Fredholm integral equations JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2020
A mean-value Approach to solve fractional differential and integral equations CHAOS, SOLITONS & FRACTALS 2020
Non-standard Volterra integral equations: a mean-value theorem numerical approach APPLIED MATHEMATICAL SCIENCES 2020
Lezioni di matematica finanziaria 2019
An Application of Jordan Canonical Form to the Proof of Cayley-Hamilton Theorem ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... 2019
La decisione ottima nel contratto riassicurativo ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... 2017
Struttura generale dei fondi SIE Finanza Agevolata e Start Up Innovative 2016
Questioni valutative sul danno biologico ANNALI DEL DIPARTIMENTO DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA .... 2015

ERC

  • PE1_14

Interessi di ricerca

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