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Stefano Pagliarani

SSRN Author Rank: 13,487 by Downloads and 19,208 by Citations

 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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. Stefano Pagliarani's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,534
Total
Citations
16
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
472
(38,694)
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
416
(44,882)
3

3.  
Pascucci, Andrea
University of Bologna - Department of Mathematics
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
04 Jun 11
321
(62,456)
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
284
(62,652)
 

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
229
(93,828)
4

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
127
(145,018)
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
67
(231,358)
 

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
(271,328)
 

9.  
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
44
(254,027)
 

10.  
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
(293,270)
2

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
25
(330,817)
 

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
22
(330,817)
 

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
17
(386,165)
 

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
17
(390,939)
1

15.  
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:
09 Jun 16
0
(505,771)
 

16.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Pascucci, Andrea
University of Bologna - Department of Mathematics
Posted:
14 Oct 15
Last Revised:
19 Jun 16
0
(172,177)
 


Records 1 - 16 of 16 matches
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