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Pagliarani, Stefano


 SSRN Author Rank: 15,151 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
1,784
Total
Citations
18
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
433
(37,746)
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
360
(47,269)
3

3.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
04 Jun 11
300
(58,775)
4

4.  
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
209
(86,616)
5

5.  
Lorig, Matthew
Applied Mathematics, University of Washington
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
25 Jun 13
Last Revised:
07 Mar 14
190
(95,057)
1

6.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download |
Finance and Stochastics, Forthcoming
Accepted Paper Series
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
94
(168,424)
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
50
(240,935)
 

8.  
Lorig, Matthew
Applied Mathematics, University of Washington
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
24 Aug 13
42
(256,812)
 

9.  
A Family of Density Expansions for Lévy-Type Processes | Show Abstract | Download |
Pagliarani, S., A. Pascucci, and C. Riga (2013). Adjoint expansions in local lévy models. SIAM J. Finan. Math. 4(1), 265–296.
Accepted Paper Series
Lorig, Matthew
Applied Mathematics, University of Washington
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
42
(256,812)
2

10.  
Pricing Approximations and Error Estimates for Local Levy-Type Models with Default | Show Abstract | Download |
Annals of Applied Probability, 2014, Forthcoming
Accepted Paper Series
Lorig, Matthew
Applied Mathematics, University of Washington
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
29 Dec 13
Last Revised:
22 May 14
23
(315,055)
 

11.  
Gobet, Emmanuel
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
12 Jun 14
12
(362,082)
 

12.  
Lorig, Matthew
Applied Mathematics, University of Washington
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
12 Apr 14
11
(366,394)
 

13.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
29 May 14
Last Revised:
11 Jun 14
10
(370,687)
 

14.  
Lorig, Matthew
Applied Mathematics, University of Washington
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
14 Dec 13
8
(379,189)
1


Records 1 - 14 of 14 matches
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