MARAZZINA, DANIELE
MARAZZINA, DANIELE
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Counting jumps: does the counting process count?
2024-01-01 Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele
Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options
2018-01-01 Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido
Hilbert transform, spectral filters and option pricing
2018-01-01 Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido
Integrated structural approach to Credit Value Adjustment
2019-01-01 Ballotta, L.; Fusai, G.; Marazzina, D.
Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling
2026-01-01 Amici, Giovanni; Fusai, Gianluca; Gambaro, Anna Maria; Marazzina, Daniele
Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms
2025-01-01 Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele; Fusai, Gianluca
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Counting jumps: does the counting process count? | 1-gen-2024 | Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele | |
| Fluctuation Identities with Continuous Monitoring and Their Application to Price Barrier Options | 1-gen-2018 | Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido | |
| Hilbert transform, spectral filters and option pricing | 1-gen-2018 | Phelan, C. E.; Marazzina, D.; Fusai, G.; Germano, Guido | |
| Integrated structural approach to Credit Value Adjustment | 1-gen-2019 | Ballotta, L.; Fusai, G.; Marazzina, D. | |
| Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling | 1-gen-2026 | Amici, Giovanni; Fusai, Gianluca; Gambaro, Anna Maria; Marazzina, Daniele | |
| Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms | 1-gen-2025 | Germano, Guido; Phelan, Carolyn E; Marazzina, Daniele; Fusai, Gianluca |