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Pagliarani, Stefano


 SSRN Author Rank: 16,231 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
1,584
Total
Citations
15
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
399
(39,978)
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
340
(48,429)
2

3.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
04 Jun 11
286
(59,357)
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
201
(86,229)
4

5.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
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
158
(108,001)
1

6.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download |
Finance and Stochastics, Forthcoming
Accepted Paper Series
Capponi, Agostino
Johns Hopkins University - Department of Applied Mathematics and Statistics
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
62
(208,778)
1

7.  
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
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
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
38
(256,248)
2

8.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
24 Aug 13
35
(263,917)
 

9.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
29 May 14
28
(284,477)
 

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
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
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
17
(326,723)
 

11.  
Gobet, Emmanuel
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
12 Jun 14
6
(371,179)
 

12.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
12 Apr 14
6
(371,179)
 

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
4
(378,869)
 

14.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
14 Dec 13
4
(378,869)
 


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