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Tipologia Anno Titolo Titolo inglese Autore File
Lauree magistrali 2023 Lévy-based Stochastic Models for Financial Engineering Lévy-based Stochastic Models for Financial Engineering CALAON, NICOLO'
Lauree magistrali 2021 Liquidity and interest rate risks Liquidity and interest rate risks SALZANO, LEONARDO
Lauree magistrali 2023 Optimal Investment with Incentives for Renewable Energy Communities: a Stochastic Approach Optimal Investment with Incentives for Renewable Energy Communities: a Stochastic Approach SEVERINO, IVANO
Lauree magistrali 2022 REPRESENTABLE AMERICAN PAYOFFS: THE LINK BETWEEN AMERICAN OPTION AND EUROPEAN OPTION. REPRESENTABLE AMERICAN PAYOFFS: THE LINK BETWEEN AMERICAN OPTION AND EUROPEAN OPTION MENEGAZZO, IRENE
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