| Titolo |
Pubblicato in |
Anno |
| A dynamic game approach for optimal consumption, investment and life insurance problem |
ANNALS OF OPERATIONS RESEARCH |
2024 |
| Volterra-renewal integral equations: a combined simplified numerical approach |
INTERNATIONAL JOURNAL OF MATHEMATICAL ANALYSIS |
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 |
