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Pagliarani, Stefano


 SSRN Author Rank: 14,384 by Downloads
 Post-doctoral researcher
 

Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees


 Route de Saclay
 Room 5:30-04
 Palaiseau Cedex, 91128
 France
 +33 (0)7 82015275 (Phone)
 HOME PAGE: http://www.cmap.polytechnique.fr/~pagliarani/
 email address

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. Pagliarani, Stefano's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,053
Total
Citations
17
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
05 Jun 12
Last Revised:
11 Jun 14
471
(36,989)
1

2.  
Paolo Foschi
University of Bologna - Department of Statistics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
31 Jul 11
Last Revised:
12 Dec 11
395
(46,061)
3

3.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
04 Jun 11
312
(61,094)
4

4.  
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
25 Jun 13
Last Revised:
28 Nov 14
263
(73,744)
 

5.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Riga, Candia
Scuola Normale Superiore di Pisa
Posted:
04 Oct 11
Last Revised:
12 Dec 11
221
(88,647)
5

6.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download This Paper | Open PDF in Browser |
Finance and Stochastics, Forthcoming
Number of Pages in PDF File: 45
Capponi, Agostino
Columbia University
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
18 Nov 12
Last Revised:
15 Feb 14
122
(150,570)
1

7.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
29 May 14
64
(227,969)
 

8.  
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
24 Aug 13
48
(261,528)
 

9.  
A Family of Density Expansions for Lévy-Type Processes | Show Abstract | Download This Paper | Open PDF in Browser |
Pagliarani, S., A. Pascucci, and C. Riga (2013). Adjoint expansions in local lévy models. SIAM J. Finan. Math. 4(1), 265–296.
Number of Pages in PDF File: 30
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
07 Apr 13
Last Revised:
28 Dec 13
44
(271,289)
2

10.  
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
29 Dec 13
Last Revised:
28 Nov 14
39
(284,372)
 

11.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
29 May 14
Last Revised:
28 Nov 14
23
(338,764)
 

12.  
Gobet, Emmanuel
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
12 Jun 14
Last Revised:
10 Jan 15
21
(347,505)
 

13.  
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
12 Apr 14
Last Revised:
28 Nov 14
15
(374,141)
 

14.  
Lorig, Matthew
University of Washington - Applied Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
14 Dec 13
Last Revised:
28 Nov 14
15
(374,141)
1


Records 1 - 14 of 14 matches
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