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Pagliarani, Stefano


 SSRN Author Rank: 14,769 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
1,897
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
446
(37,720)
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
371
(47,279)
3

3.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
04 Jun 11
305
(59,787)
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
215
(87,042)
5

5.  
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
214
(87,520)
 

6.  
Pricing Vulnerable Claims in a Lévy Driven Model | Show Abstract | Download This Paper |
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
106
(160,162)
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
61
(224,105)
 

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
47
(253,251)
 

9.  
A Family of Density Expansions for Lévy-Type Processes | Show Abstract | Download This Paper |
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
(260,278)
2

10.  
Pricing Approximations and Error Estimates for Local Levy-Type Models with Default | Show Abstract | Download This Paper |
Annals of Applied Probability, 2014, Forthcoming
Number of Pages in PDF File: 43
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
28
(305,934)
 

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
18
(346,930)
 

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
16
(355,554)
 

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
14
(364,529)
 

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
12
(373,632)
1


Records 1 - 14 of 14 matches
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