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Mostrati risultati da 19 a 38 di 40
Tipologia Anno Titolo Titolo inglese Autore File
Lauree magistrali 2024 Hawkes processes: stochastic control and cyber-security Hawkes processes: stochastic control and cyber-security PARPINEL, ESTER
Lauree triennali 2024 Il modello ARMA: il caso Bata The ARMA model: the Bata case SLAVEVA, KRISTINA STEFANOVA
Lauree triennali 2022 L’impatto del cavo NordLink sulle emissioni di CO2: un’analisi stocastica The impact of the NordLink cable on CO2 emissions: a stochastic analysis FOGLIO, CAMILLA
Lauree magistrali 2023 Managing Liquidity Risk in Open-Ended Investment Funds: A Regulatory and Strategic Analysis. Managing Liquidity Risk in Open-Ended Investment Funds: A Regulatory and Strategic Analysis. PIRODDI, COSTANZA
Lauree triennali 2024 Mean Field Games with Common Noise: Modeling Systemic Financial Decarbonization Mean Field Games with Common Noise: Modeling Systemic Financial Decarbonization MAGNANINI, ALICE
Lauree triennali 2022 Modelli (deterministici e stocastici) per la diffusione di malattie infettive a tempo discreto e continuo (Deterministic and stochastic) models for the diffusion of infectious diseases at discrete and continuous time FAZZINI, FRANCESCA
Lauree triennali 2021 Mortality options: analisi della gestione del rischio di mortalità di un assicuratore Mortality options: insurer's mortality risk management BATTISTIN, VALENTINA
Lauree triennali 2017 Moto Browniano frazionario e stima del parametro di Hurst nei modelli a volatilità stocastica - Smorgoni, Sofia
Lauree triennali 2021 Persuasione Bayesiana: modelli e applicazioni Bayesian persuasion: models and applications VOLTAN, NICOLO'
Lauree magistrali 2020 Prezzaggio di opzioni su commodity con manipolazione dei prezzi: tre esempi. Commodity option pricing with price manipulation: three examples. MANCUSO, FILIPPO
Lauree triennali 2023 Pricing di opzioni con valutazione ESG a tempo discreto Option pricing with ESG valuation in discrete time SIGNORI, BEATRICE
Lauree triennali 2024 Pricing di opzioni in mercati incompleti: la misura martingala uplifted Pricing of derivatives in incomplete markets: the uplifted martingale measure MEYER, ILARIA AURORA
Lauree magistrali 2022 Processi di branching e di Hawkes: teoria e applicazione al mercato dell'energia CBI and Hawkes processes: theory and application to power markets STANGHELLINI, ANDREA
Lauree magistrali 2024 Safe Havens in Times of Crisis: A Mathematical and Quantitative Study of Gold and Bonds Safe Havens in Times of Crisis: A Mathematical and Quantitative Study of Gold and Bonds ANCESCHI, CAMILLA
Lauree triennali 2024 Sharing mobility e copertura assicurativa: una prospettiva basata su modelli di rischio collettivo. Sharing mobility and insurance coverage: a perspective based on collective risk model. MARCON, GIOVANNI
Lauree magistrali 2021 SOLVING THE FRACTIONAL DIFFERENTIAL RICCATI EQUATION ARISING FROM THE HESTON MODEL WITH NEURAL NETWORKS AND POWER SERIES EXPANSION SOLVING THE FRACTIONAL DIFFERENTIAL RICCATI EQUATION ARISING FROM THE HESTON MODEL WITH NEURAL NETWORKS AND POWER SERIES EXPANSION HU, NICOLA
Lauree magistrali 2023 Stability in matching markets: literary review from static matching to dynamic matching Stability in matching markets: literary review from static matching to dynamic matching BORRA, NUNZIO
Lauree triennali 2022 Stock prices close to the barrier: discrete knock-out options Stock prices close to the barrier: discrete knock-out options LIBERALE, MATTIA
Lauree triennali 2022 Trasporto ottimo di martingala: il caso discreto Martingale optimal transport: the discrete case MONTERUBBIANESI, CARLO
Lauree magistrali 2023 Two simulation schemes for the rough Heston model: a comparison Two simulation schemes for the rough Heston model: a comparison BERTOLO, MARCO
Mostrati risultati da 19 a 38 di 40
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