Antonio Luciano Martire | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
A dynamic game approach for optimal consumption, investment and life insurance problem	ANNALS OF OPERATIONS RESEARCH	2024
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods	DECISIONS IN ECONOMICS AND FINANCE	2023
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
A numerical method for multidimensional Volterra integral equations	APPLIED MATHEMATICAL SCIENCES	2022
Fractional Volterra integral equations: a neural network approach	Fractional Volterra integral equations: a neural network approach	2022
Volterra integral equations: An approach based on Lipschitz-continuity	APPLIED MATHEMATICS AND COMPUTATION	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
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
A bivariate model for evaluating equity-linked policies with surrender option	SCANDINAVIAN ACTUARIAL JOURNAL	2016