A PDE-based approach for pricing Mortgage-Backed securities

von Papi, Marco
Veröffentlicht in Advanced mathematical methods for finance (2011)

Singular risk-neutral valuation equations

von Costantini, Cristina
Veröffentlicht in Finance and stochastics (2012)

A new model for the length of stay of hospital patients

von Papi, Marco
Veröffentlicht in Health care management science (2016)

Weighted average price in the Heston stochastic volatility model

von Papi, Marco
Veröffentlicht in Decisions in economics and finance (2017)

On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method

von Cacace, Filippo
Veröffentlicht in Decisions in economics and finance (2019)

Inflation, central bank and short-term interest rates : A new model with calibration to market data

von Antonacci, Flavia
Veröffentlicht in International journal of theoretical and applied finance (2021)

Scenario-generation methods for an optimal public debt strategy

Veröffentlicht in Quantitative fund management (2009)