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Daniele Marazzina
Daniele Marazzina
Politecnico di Milano
Overená e-mailová adresa na: polimi.it - Domovská stránka
Názov
Citované v
Citované v
Rok
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
G Fusai, G Germano, D Marazzina
European Journal of Operational Research 251 (1), 124-134, 2016
962016
ESG ratings explainability through machine learning techniques
A Del Vitto, D Marazzina, D Stocco
Annals of Operations Research, 1-30, 2023
542023
Pricing discretely monitored Asian options by maturity randomization
G Fusai, D Marazzina, M Marena
SIAM Journal on Financial Mathematics 2 (1), 383-403, 2011
472011
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
CE Phelan, D Marazzina, G Fusai, G Germano
European Journal of Operational Research 271 (1), 210-223, 2018
422018
A machine learning model for lapse prediction in life insurance contracts
M Azzone, E Barucci, GG Moncayo, D Marazzina
Expert Systems with Applications 191, 116261, 2022
382022
Optimal investment, stochastic labor income and retirement
E Barucci, D Marazzina
Applied Mathematics and Computation 218 (9), 5588-5604, 2012
382012
Integrated structural approach to credit value adjustment
L Ballotta, G Fusai, D Marazzina
European Journal of Operational Research 272 (3), 1143-1157, 2019
37*2019
Hilbert transform, spectral filters and option pricing
CE Phelan, D Marazzina, G Fusai, G Germano
Annals of Operations Research 282 (1), 273-298, 2019
362019
A general framework for pricing Asian options under stochastic volatility on parallel architectures
S Corsaro, I Kyriakou, D Marazzina, Z Marino
European Journal of Operational Research 272 (3), 1082-1095, 2019
312019
Pricing exotic derivatives exploiting structure
D Sesana, D Marazzina, G Fusai
European Journal of Operational Research 236 (1), 369-381, 2014
272014
Online or on-campus? Analysing the effects of financial education on student knowledge gain
T Agasisti, E Barucci, M Cannistrà, D Marazzina, M Soncin
Evaluation and Program Planning 98, 102273, 2023
232023
Z-Transform and preconditioning techniques for option pricing
G Fusai, D Marazzina, M Marena, M Ng
Quantitative Finance 12 (9), 1381-1394, 2012
172012
Cryptocurrencies and stablecoins: a high-frequency analysis
E Barucci, GG Moncayo, D Marazzina
Digital Finance 4 (2), 217-239, 2022
142022
The determinants of lapse rates in the Italian life insurance market
E Barucci, T Colozza, D Marazzina, E Rroji
European Actuarial Journal 10, 149-178, 2020
142020
Financial Education during COVID-19-Assessing the effectiveness of an online programme in a high school
T Agasisti, M Cannistrà, M Soncin, D Marazzina
Applied Economics 54 (35), 4006-4029, 2022
132022
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
S Baccarin, D Marazzina
IMA Journal of Management Mathematics 27 (4), 471-504, 2015
12*2015
Option pricing, maturity randomization and distributed computing
G Fusai, D Marazzina, M Marena
Parallel Computing 36 (7), 403-414, 2010
122010
Optimal impulse control of a portfolio with a fixed transaction cost
S Baccarin, D Marazzina
Central European Journal of Operations Research 22, 355-372, 2014
112014
Optimal investment in research and development under uncertainty
R Cerqueti, D Marazzina, M Ventura
Journal of Optimization Theory and Applications 168, 296-309, 2016
92016
hp-DGFEM for Kolmogorov–Fokker–Planck equations of multivariate Lévy processes
D Marazzina, O Reichmann, C Schwab
Mathematical Models and Methods in Applied Sciences 22 (01), 1150005, 2012
92012
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20