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Vargiolu, Tiziano

 

University of Padua - Department of Pure and Applied Mathematics


 Via Belzoni 7
 Padova, 35100
 ITALY
 email address

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. Vargiolu, Tiziano's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
122
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
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
63
(205,730)
1

2.  
Pagliarani, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
29 May 14
29
(281,834)
 

3.  
Francesco, Canella
DIAMAN SCF Srl
Edoli, Enrico
Independent
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
11 May 14
28
(285,114)
 

4.  
Optimal Portfolio for CRRA Utility Functions When Risky Assets are Exponential Additive Processes | Show Abstract | Download |
Economic Notes, Vol. 39, Issue 1-2, pp. 65-90, February / July 2010
Accepted Paper Series
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Pasin, Laura
affiliation not provided to SSRN
Posted:
01 Nov 10
2
(390,313)
 

5.  
Robustness of the Black-Scholes Approach in the Case of Options on Several Assets | Show Abstract |
Finance and Stochastics, Vol. 4, No. 3, 2000
Accepted Paper Series
Romagnoli, Silvia
University of Bologna - Department of Statistics
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
22 Aug 00
 

6.  
Invariant Measures for the Musiela Equation with Deterministic Diffusion Term | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Accepted Paper Series
Vargiolu, Tiziano
University of Padua - Department of Pure and Applied Mathematics
Posted:
25 Oct 99
 


Records 1 - 6 of 6 matches
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