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Pagliarani, Stefano


 SSRN Author Rank: 22,452 by Downloads
 

University of Padua - Department of Pure and Applied Mathematics


 Via Trieste 63
 Padova, 35100
 Italy
 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
1,061
Total
Citations
12
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Paolo Foschi
University of Bologna - Department of Statistics
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
31 Jul 11
Last Revised:
12 Dec 11
321
(50,302)
2

2.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Posted:
04 Jun 11
273
(60,704)
3

3.  
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Riga, Candia
Scuola Normale Superiore di Pisa
Posted:
04 Oct 11
Last Revised:
12 Dec 11
195
(86,334)
3

4.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
25 Jun 13
Last Revised:
07 Mar 14
132
(122,658)
1

5.  
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
University of Padua - Department of Pure and Applied Mathematics
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
18 Nov 12
Last Revised:
15 Feb 14
57
(212,061)
1

6.  
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
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
07 Apr 13
Last Revised:
28 Dec 13
34
(259,454)
2

7.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
24 Aug 13
31
(267,679)
 

8.  
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
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
29 Dec 13
13
(333,432)
 

9.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
14 Dec 13
4
(367,919)
 

10.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Pagliarani, Stefano
University of Padua - Department of Pure and Applied Mathematics
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
12 Apr 14
1
(386,654)
 


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