XXXI CONVEGNO AMASES
LECCE 3-6 SETTEMBRE 2007
ELENCO AUTORI
Rossella Agliardi
A structural model for defaultable coupon bonds
Anna Agliari
Border Collision in un Modello di Crescita di Kaldor-Pasinetti Generalizzato
(Bignami)
Anna Agliari
Global bifurcations associated with the occurrence of a subcritical Neimark-Sacker bifurcation
E. Allevi
Computational methods for a class of complementarity problem on multivalued mappings
(Gnudi - Konnov)
E. Allevi
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Maggioni - Vespucci - Bertocchi - Giacometti - Innorta)
Carla Angela
Advanced Operational Risk Modelling in Banks and Insurance Companies
(Bisignani - Masala - Micocci)
Silvia Angilella
A multicriteria aggregation-disaggregation approach with interacting criteria
(Greco - Matarazzo)
Silvia Angilella
Some theoretical aspects of PACMAN
(Giarlotta)
Antonio Annibali
Un approccio metodologico per la valutazione economico-finanziaria delle e-infrastructure (Grid)
(Bellini - Navarra)
Luca Anzilli
Valuation of the Surrender Option in Unit-Linked Life Insurance Policies
(De Cesare)
Luca Anzilli
Formulazione variazionale del problema della valutazione di opzioni perpetue con barriera
(Cananà - Congedo - Scolozzi)
Anna Rita Bacinello
Pricing Life Insurance Contracts with Early Exercise Features
(Biffis - Millossovich)
Luca Vincenzo Ballestra
Pricing defaultable bonds using the Madan and Unal credit risk model
(Pacelli)
Raffaella Barone
A stochastic model for financiers
(Cerqueti - Quaranta)
Emilio Barucci
Estimation of volatility in stochastic volatility models with high frequency data
L. Barzanti
Using cubic B-spline for pricing options on assets with log-stable dynamics
(Foschi)
Antonella Basso
A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
(Gusso)
Pasquale Battista
A Weighted Non-Homogeneous Semi-Markov Reward Model For HIV State Evaluation
(Di Biase - Janssen - Manca)
F. Beccacece
Function decomposition, convexity and ultramodularity: applications to multiattribute utility theory
(Borgonovo)
Francesco Bellini
Un approccio metodologico per la valutazione economico-finanziaria delle e-infrastructure (Grid)
(Annibali - Navarra)
A.M. Bersani
Demand Instability, Cost Flexibility and Optimal Mode of Organization
(Del Monte - dell'Isola)
A.M. Bersani
A Systems Biology mathematical approach to Pharmaceutical research and economical implications
(Bersani - Mastroeni)
E. Bersani
A Systems Biology mathematical approach to Pharmaceutical research and economical implications
(Bersani - Mastroeni)
Lorenzo Bertini
Modelling interest rates by correlated multi-factor CIR-like processes
(Passalacqua)
M.I. Bertocchi
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Maggioni - Vespucci - Allevi - Giacometti - Innorta)
Francesco Bertoluzzo
Making Financial Trading by Recurrent Reinforcement Learning
(Corazza)
Marta Biancardi
Awareness, farsightedness and coalition formation in International Environmental Agreements (IEA)
(Di Liddo)
Enrico Biffis
Pricing Life Insurance Contracts with Early Exercise Features
(Bacinello - Millossovich)
Fernando Bignami
Border Collision in un Modello di Crescita di Kaldor-Pasinetti Generalizzato
(Agliari)
Gian-Italo Bischi
Global Dynamics in Binary Choice Models with Social Influence
(Merlone)
Rossella Bisignani
Advanced Operational Risk Modelling in Banks and Insurance Companies
(Angela - Masala - Micocci)
Giovanna Maria Boi
Forecasting Volatility through a GARCH Diffusive Approach
(Minenna)
Jean-Marc Bonnisseau
Consumption externalities and regular economies
(del Mercato)
M. Bonollo
Model risk: architecture, models and techniques for controlling market parameters
(Pederzoli - Torricelli)
E. Borgonovo
Function decomposition, convexity and ultramodularity: applications to multiattribute utility theory
(Beccacece)
Rodica Branzei
(Dall'Aglio - Tijs)
Serena Brianzoni
Different Trading Strategies in an Asset Pricing Model with Wealth Dynamics
(Mammana - Michetti)
Matteo Brunelli
Consistenza delle preferenze: una nuova proposta di valutazione
(Fedrizzi)
Marianna Brunetti
The role of demographic variables in explaining financial returns in Italy
(Torricelli )
Giorgia Callegaro
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market
(Vargiolu)
Riccardo Cambini
Global optimization of a generalized quadratic program
(Sodini)
Riccardo Cambini
Hierarchical Fleet Mix Problems: Properties And Solution Methods
(Riccardi)
Luciano Campi
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default
(Polbennikovy - Sbuelz)
Lucianna Cananà
Formulazione variazionale del problema della valutazione di opzioni perpetue con barriera
(Anzilli - Congedo - Scolozzi)
David Carfì
Optimal boundaries for decisions
Rosella Castellano
Bayesian Markov Switching Models for Exchange Rates
(Scaccia)
Claudia Ceci
Utility-Based Hedging and Pricing with a Nontrated Asset for Jump Processes
(Gerardi)
Roy Cerqueti
A stochastic model for financiers
(Barone - Quaranta)
Riccardo Cesari
Robust optimization of VaR and CVar: a comparison
(Quaranta)
Gian Paolo Clemente
Strategie di Diversificazione e Livelli di Assorbimento del Capitale nelle Assicurazioni Danni
(Savelli)
Ilaria Colivicchi
Sulla valutazione dell’investimento nei fondi pensione
(Mulinacci - Vannucci)
Domenico Colucci
Some evidence on the effect of agents heterogeneity on stability in a simple framework
(Valori)
Domenico Colucci
Asset price dynamics when behavioural heterogeneity varies
(Valori)
Alessandra Congedo
Formulazione variazionale del problema della valutazione di opzioni perpetue con barriera
(Anzilli - Cananà - Scolozzi)
Marco Corazza
Making Financial Trading by Recurrent Reinforcement Learning
(Bertoluzzo)
Massimiliano Corradini
Contingent Claim Pricing in a Dual Expected Utility Theory Framework
(Gheno)
Stefania Corsaro
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(De Angelis - Marino - Perla - Zanetti - Guarracino - Monetti)
Flavia Cortelezzi
Valuation of R&D Sequential Exchange Options
(Villani)
Massimo Costabile
On computing stock price greeks with lattice based models
(Massabò)
Massimo Costabile
A binomial model for valuing equity-linked policies embedding surrender options
(Massabò - Russo)
Giovanni P. Crespi
Extended well-posedness of quasiconvex vector optimization problems
(Papalia - Rocca)
Cretarola Cretarola
Quadratic Hedging Methods for Defaultable Claims
Guglielmo D’Amico
Backward and Forward semi-Markov credit risk models
(Manca - Ventura)
L. D’Apuzzo
Generalized Consistency and Preferences Representation by Pairwise Comparisons
(Marcarelli - Squillante)
Rita L. D’Ecclesia
A forward contract to manage market power: the case of Italy
Paolo Dai Pra
Large portfolio losses; A dynamic contagion model
(Tolotti - Runggaldier - Sartori)
Arianna Dal Forno
Linear Incentives in Supervised Teams
(Merlone)
Marco Dall'Aglio
(Branzei - Tijs)
Pasquale De Angelis
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Corsaro - Marino - Perla - Zanetti - Guarracino - Monetti)
Luigi De Cesare
Valuation of the Surrender Option in Unit-Linked Life Insurance Policies
(Anzilli)
Elena L. del Mercato
Consumption externalities and regular economies
(Bonnisseau)
A. Del Monte
Demand Instability, Cost Flexibility and Optimal Mode of Organization
(dell'Isola - Bersani)
Gabriella Dellino
A multi-criteria approach to portfolio re-balancing
(Fedele - Meloni)
F. dell'Isola
Demand Instability, Cost Flexibility and Optimal Mode of Organization
(Del Monte - Bersani)
Giuseppe Di Biase
A Weighted Non-Homogeneous Semi-Markov Reward Model For HIV State Evaluation
(Janssen - Battista - Manca)
Marina Di Giacinto
A Simulation Approach to Stochastic Portfolio Optimization
Andrea Di Liddo
Awareness, farsightedness and coalition formation in International Environmental Agreements (IEA)
(Biancardi)
Cinzia Di Palo
Longevity Bonds e potenziale di sopravvivenza
Roberto Dieci
Exchange rate fluctuations and the behaviour of stock prices: a nonlinear model of interaction
(Westerhoff)
F. Diele
Steady state invariance for approximations of optimal infinite-horizon growth models
(Marangi - Ragni)
Chiara Donnini
Restricted Veto Mechanisms for coalitional economies with asymmetric information
(Graziano)
G. Fabbri
An infinite dimensional approach for an arbitrage free implied volatilities model
(Goldys)
Giorgio Fabbri
An Economic Model with Vintage Capital: Dynamic Programming Approach
(Gozzi)
Gisella Facchinetti
Evaluations of Fuzzy System Outputs of Several T-Norms
(Pacchiarotti)
Silvia Faggian
Dynamic Programming for Infinite Horizon Boundary Control Problems for PDEs with Age Structure
(Gozzi)
Paolo Falbo
Trading Strategies with Flexible Entry and Exit Boundaries
(Felletti - Stefani)
Viviana Fanelli
Numerical Implementation of a Credit Risk Model in the HJM Framework
(Musti)
Simone Farinelli
(Ferreira - Rossello - Thoeny - Tibiletti)
Lorella Fatone
(Mariani - Recchioni - Zirilli)
Lorella Fatone
Precision results in the calibration of the Heston stochastic volatility model
(Mariani - Recchioni - Zirilli)
Mariagrazia Fedele
A multi-criteria approach to portfolio re-balancing
(Dellino - Meloni)
Salvatore Federico
A Pension Fund Model with Surplus: an Infinite Dimensional Stochastic Control Approach
Michele Fedrizzi
Consistenza delle preferenze: una nuova proposta di valutazione
(Brunelli)
Daniele Felletti
Trading Strategies with Flexible Entry and Exit Boundaries
(Falbo - Stefani)
Manuel Ferreira
(Farinelli - Rossello - Thoeny - Tibiletti)
Ilaria Foroni
Capacity allocation with uncertain demand
(Zenga)
Salvatore Forte
(Ialenti - Pirra)
Salvatore Forte
Fair Value delle passività tecniche danni: possibili soluzioni
(Ialenti - Pirra)
Salvatore Forte
(Pirra)
P. Foschi
Using cubic B-spline for pricing options on assets with log-stable dynamics
(Barzanti)
Daniel Gabay
DC schemes in the presence of demographic risk
(Grasselli)
Gianfranco Gambarelli
On Multi-Ordered Apportionments
(Palestini)
Laura Gardini
On non-uniquely defined forward looking models
(Tramontana)
Laura Gardini
Growing through Chaotic Intervals
(Naimzada - Sushko)
Anna Gerardi
Utility-Based Hedging and Pricing with a Nontrated Asset for Jump Processes
(Ceci)
Andrea Gheno
Contingent Claim Pricing in a Dual Expected Utility Theory Framework
(Corradini)
R. Giacometti
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Maggioni - Vespucci - Allevi - Bertocchi - Innorta)
Alfio Giarlotta
Some theoretical aspects of PACMAN
(Angilella)
Giuseppe Giordano
A computational experiment to assess sensitivity in bilinear mortality forecasting
(Russolillo)
A. Gnudi
Computational methods for a class of complementarity problem on multivalued mappings
(Allevi - Konnov)
Fabio Gobbi
(Mancini)
B. Goldys
An infinite dimensional approach for an arbitrage free implied volatilities model
(Fabbri)
Fausto Gozzi
An Economic Model with Vintage Capital: Dynamic Programming Approach
(Fabbri)
Fausto Gozzi
Dynamic Programming for Infinite Horizon Boundary Control Problems for PDEs with Age Structure
(Faggian)
Martino Grasselli
DC schemes in the presence of demographic risk
(Gabay)
R. Grassi
Smax trees and the topology of scale-free networks
(Stefani - Torriero)
Maria Gabriella Graziano
Restricted Veto Mechanisms for coalitional economies with asymmetric information
(Donnini)
Salvatore Greco
A multicriteria aggregation-disaggregation approach with interacting criteria
(Angilella - Matarazzo)
Mario Rosario Guarracino
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Corsaro - De Angelis - Marino - Perla - Zanetti - Monetti)
Maria Letizia Guerra
Fuzzy Investment Decision Making
(Sorini - Stefanini)
Riccardo Gusso
A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
(Basso)
Matteo Ialenti
(Forte - Pirra)
Matteo Ialenti
Fair Value delle passività tecniche danni: possibili soluzioni
(Forte - Pirra)
M. Innorta
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Maggioni - Vespucci - Allevi - Bertocchi - Giacometti)
Jacques Janssen
A Weighted Non-Homogeneous Semi-Markov Reward Model For HIV State Evaluation
(Di Biase - Battista - Manca)
I.V. Konnov
Computational methods for a class of complementarity problem on multivalued mappings
(Gnudi - Konnov)
Susanna Levantesi
Strategie di Gestione del Rischio per un Portafoglio di Enhanced Pension
(Menzietti)
Elisa Luciano
Extending Time-Changed Levy Asset Models Through Multivariate Subordinators
(Semeraro)
Fabio Maccheroni
Social Decision Theory: Choosing within and between Groups
(Marinacci - Rustichini)
Francesco Maggina
Misure di Efficienza dei Sistemi Bonus-Malus
F. Maggioni
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Vespucci - Allevi - Bertocchi - Giacometti - Innorta)
Cristiana Mammana
Different Trading Strategies in an Asset Pricing Model with Wealth Dynamics
(Brianzoni - Michetti)
Raimondo Manca
Backward and Forward semi-Markov credit risk models
(D’Amico -Ventura)
Raimondo Manca
A Weighted Non-Homogeneous Semi-Markov Reward Model For HIV State Evaluation
(Di Biase - Janssen - Battista)
Cecilia Mancini
(Gobbi)
C. Marangi
Steady state invariance for approximations of optimal infinite-horizon growth models
(Diele - Ragni)
G. Marcarelli
Generalized Consistency and Preferences Representation by Pairwise Comparisons
(D’Apuzzo - Squillante)
Francesca Mariani
(Fatone - Recchioni - Zirilli)
Francesca Mariani
Precision results in the calibration of the Heston stochastic volatility model
(Fatone - Recchioni - Zirilli)
Francesca Mariani
A mathematical model of blackouts in the Italian high-voltage electric network
(Recchioni - Zirilli)
Massimo Marinacci
Social Decision Theory: Choosing within and between Groups
(Maccheroni - Rustichini)
Zelda Marino
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Corsaro - De Angelis - Perla - Zanetti -Guarracino - Monetti)
Anna Martellotti
Giovanni Masala
Advanced Operational Risk Modelling in Banks and Insurance Companies
(Angela - Bisignani - Micocci)
Ivar Massabò
On computing stock price greeks with lattice based models
(Costabile)
Ivar Massabò
A binomial model for valuing equity-linked policies embedding surrender options
(Costabile - Russo)
L. Mastroeni
A Systems Biology mathematical approach to Pharmaceutical research and economical implications
(Bersani - Bersani)
Benedetto Matarazzo
A multicriteria aggregation-disaggregation approach with interacting criteria
(Angilella - Greco)
Carlo Meloni
A multi-criteria approach to portfolio re-balancing
(Dellino - Fedele)
Massimiliano Menzietti
Strategie di Gestione del Rischio per un Portafoglio di Enhanced Pension
(Levantesi)
Lorenzo Mercuri
Option pricing in a Garch model with T-S innovations
Ugo Merlone
Global Dynamics in Binary Choice Models with Social Influence
(Bischi)
Ugo Merlone
Linear Incentives in Supervised Teams
(Dal Forno)
Elisabetta Michetti
Different Trading Strategies in an Asset Pricing Model with Wealth Dynamics
(Brianzoni - Mammana)
Marco Micocci
Advanced Operational Risk Modelling in Banks and Insurance Companies
(Angela - Bisignani - Masala)
Edie Miglio
A Finite Element Framework for Option Pricing with the Bates Model
(Sgarra)
Pietro Millossovich
Pricing Life Insurance Contracts with Early Exercise Features
(Bacinello - Biffis)
Marcello Minenna
A very Fast Implementation of Non Uniform Discrete Fourier Transform in Option Pricing
(Verzella)
Marcello Minenna
Forecasting Volatility through a GARCH Diffusive Approach
(Boi)
Valeria Marina Monetti
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Monetti)
Sabrina Mulinacci
Sulla valutazione dell’investimento nei fondi pensione
(Colivicchi - Vannucci)
Sabrina Mulinacci
On the Existence of Efficient Hedging Strategies for American Options
Silvana Musti
Numerical Implementation of a Credit Risk Model in the HJM Framework
(Fanelli)
Ahmad K. Naimzada
Growing through Chaotic Intervals
(Sushko - Gardini)
Mauro Navarra
Un approccio metodologico per la valutazione economico-finanziaria delle e-infrastructure (Grid)
(Annibali - Bellini)
Albina Orlando
La misurazione della rischiosità dei fondi pensione a contributo definito: prospettive applicative
(Politano)
Nicoletta Pacchiarotti
Evaluations of Fuzzy System Outputs of Several T-Norms
(Facchinetti)
Graziella Pacelli
Pricing defaultable bonds using the Madan and Unal credit risk model
(Ballestra)
Arsen Palestini
On Multi-Ordered Apportionments
(Gambarelli)
Melania Papalia
Extended well-posedness of quasiconvex vector optimization problems
(Crespi - Rocca)
Chiara Parrini
Il Filtro di Kalman e la Valutazione Stocastica della Riserva Sinistri
Andrea Pascucci
Emanuela Pasqualitto
Assicurazione di Portafoglio e Fondi Pensione a Contribuzione Definita
Luca Passalacqua
Modelling interest rates by correlated multi-factor CIR-like processes
(Bertini)
Stefano Patrì
A Countinous Time Stochastic Model of the Effects of the Technological Progress on Economic Growth
C. Pederzoli
Model risk: architecture, models and techniques for controlling market parameters
(Bonollo - Torricelli)
Ludovico Perissinotto
A Coherent State Transform approach to Derivative Pricing
(Tebaldi)
Francesca Perla
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Corsaro - De Angelis - Marino - Zanetti - Guarracino - Monetti)
Marco Pirra
(Forte - Ialenti)
Marco Pirra
Fair Value delle passività tecniche danni: possibili soluzioni
(Forte - Ialenti)
Marco Pirra
(Forte)
Pietro Platania
Su un proposto procedimento per il calcolo dei rischi finanziari. Applicazione al TFR
Polbennikovy Polbennikovy
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default
(Campi - Sbuelz)
Massimiliano Politano
La misurazione della rischiosità dei fondi pensione a contributo definito: prospettive applicative
(Orlando)
Tonu Puu
Duopoly game with alternative technologies
(Tramontana)
Anna Grazia Quaranta
Robust optimization of VaR and CVar: a comparison
(Cesari)
Anna Grazia Quaranta
A stochastic model for financiers
(Barone - Cerqueti)
S. Ragni
Steady state invariance for approximations of optimal infinite-horizon growth models
(Diele - Marangi)
Maria Cristina Recchioni
(Fatone - Mariani - Zirilli)
Maria Cristina Recchioni
Precision results in the calibration of the Heston stochastic volatility model
(Fatone - Mariani - Zirilli)
Maria Cristina Recchioni
A mathematical model of blackouts in the Italian high-voltage electric network
(Mariani - Zirilli)
Rossana Riccardi
Hierarchical Fleet Mix Problems: Properties And Solution Methods
(Cambini)
Matteo Rocca
Extended well-posedness of quasiconvex vector optimization problems
(Crespi - Papalia)
Damiano Rossello
(Farinelli - Ferreira - Thoeny - Tibiletti)
Wolfgang J. Runggaldier
Large portfolio losses; A dynamic contagion model
(Tolotti - Dai Pra - Sartori)
Emilio Russo
A binomial model for valuing equity-linked policies embedding surrender options
(Costabile - Massabò)
Maria Russolillo
A computational experiment to assess sensitivity in bilinear mortality forecasting
(Giordano)
Aldo Rustichini
Social Decision Theory: Choosing within and between Groups
(Maccheroni - Marinacci)
Elena Sartori
Large portfolio losses; A dynamic contagion model
(Tolotti - Dai Pra - Runggaldier)
Nino Savelli
Strategie di Diversificazione e Livelli di Assorbimento del Capitale nelle Assicurazioni Danni
(Clemente)
Alessandro Sbuelz
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default
(Campi - Polbennikovy)
Luisa Scaccia
Bayesian Markov Switching Models for Exchange Rates
(Castellano)
Donato Scolozzi
Formulazione variazionale del problema della valutazione di opzioni perpetue con barriera
(Anzilli - Cananà - Congedo)
Patrizia Semeraro
Extending Time-Changed Levy Asset Models Through Multivariate Subordinators
(Luciano)
Carlo Sgarra
A Finite Element Framework for Option Pricing with the Bates Model
(Miglio)
Maria Rosaria Simonelli
Statistical Fuzziness portfolio selection
Claudio Sodini
Global optimization of a generalized quadratic program
(Cambini)
Laerte Sorini
Fuzzy Investment Decision Making
(Guerra - Stefanini)
M. Squillante
Generalized Consistency and Preferences Representation by Pairwise Comparisons
(D’Apuzzo - Marcarelli)
Gabriele Stabile
Risk processes with non-stationary Hawkes claims arrivals
(Torrisi)
S. Stefani
Smax trees and the topology of scale-free networks
(Grassi - Torriero)
Silvana Stefani
Trading Strategies with Flexible Entry and Exit Boundaries
(Falbo - Felletti)
Luciano Stefanini
Fuzzy Investment Decision Making
(Guerra - Sorini)
Irina Sushko
Growing through Chaotic Intervals
(Naimzada - Gardini)
Claudio Tebaldi
A Coherent State Transform approach to Derivative Pricing
(Perissinotto)
Markus Thoeny
(Farinelli - Ferreira - Rossello - Tibiletti)
Luisa Tibiletti
(Farinelli - Ferreira - Rossello - Thoeny)
Stef. H. Tijs
(Branzei - Dall'Aglio)
Marco Tolotti
Large portfolio losses; A dynamic contagion model
(Dai Pra - Runggaldier - Sartori)
C. Torricelli
Model risk: architecture, models and techniques for controlling market parameters
(Bonollo - Pederzoli)
Costanza Torricelli
The role of demographic variables in explaining financial returns in Italy
(Brunetti)
A. Torriero
Smax trees and the topology of scale-free networks
(Grassi - Stefani)
Giovanni Luca Torrisi
Risk processes with non-stationary Hawkes claims arrivals
(Stabile)
Fabio Tramontana
On non-uniquely defined forward looking models
(Gardini)
Fabio Tramontana
Duopoly game with alternative technologies
(Puu)
Vincenzo Valori
Some evidence on the effect of agents heterogeneity on stability in a simple framework
(Colucci)
Vincenzo Valori
Asset price dynamics when behavioural heterogeneity varies
(Colucci)
Emanuele Vannucci
Sulla valutazione dell’investimento nei fondi pensione
(Colivicchi - Mulinacci)
Tiziano Vargiolu
Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market
(Callegaro)
Giuseppina Ventura
Backward and Forward semi-Markov credit risk models
(D’Amico - Manca)
Beatrice Venturi
Dynamical Analysis of a Tourism-based Economy
Paolo Verzella
A very Fast Implementation of Non Uniform Discrete Fourier Transform in Option Pricing
(Minenna)
M.T. Vespucci
A stochastic optimization model for gas retail with temperature scenarios and oil prices parameters
(Maggioni - Allevi - Bertocchi - Giacometti - Innorta)
Giovanni Villani
Valuation of R&D Sequential Exchange Options
(Cortelezzi)
Frank H. Westerhoff
Exchange rate fluctuations and the behaviour of stock prices: a nonlinear model of interaction
(Dieci)
Antonino Zanette
Pricing swing options using finite difference methods
Paolo Zanetti
Current Status and Perspectives of KREMM: a Web-Based Tool to Learn Mathematics
(Corsaro - De Angelis - Marino - Perla - Guarracino - Monetti)
Mariangela Zenga
Capacity allocation with uncertain demand
(Foroni)
Francesco Zirilli
(Fatone - Mariani - Recchioni)
Francesco Zirilli
Precision results in the calibration of the Heston stochastic volatility model
(Fatone - Mariani - Recchioni)
Francesco Zirilli
A mathematical model of blackouts in the Italian high-voltage electric network
(Mariani - Recchioni)