Sfoglia per Autore
Gestione dei rifiuti: Modello previsionale come strumento per una corretta Governance
2010 Martire, A; Fanelli, C; Cerabona, V; Vizzo, L; Pelone, F; de Belvis, Ag; Ricciardi, G; Moscato, U.
Gestione dei rifiuti: Modelli predittivi di spesa ambientale
2011 Fanelli, C; Martire, ANTONIO LUCIANO; Cerabona, V; De Belvis, Ag; Pelone, F; De Padova, C; Laddomata, V; Ricciardi, G; Moscato, U.
A bivariate model for evaluating equity-linked policies with surrender option
2016 DE ANGELIS, Paolo; Martire, ANTONIO LUCIANO; Emilio, Russo
Lezioni di matematica finanziaria
2019 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO
Non-standard Volterra integral equations: a mean-value theorem numerical approach
2020 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, ANTONIO LUCIANO; Patri', Stefano
A mean-value Approach to solve fractional differential and integral equations
2020 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata
A new numerical method for a class of Volterra and Fredholm integral equations
2020 De Angelis, P.; De Marchis, R.; Martire, A. L.
Evaluating Ruin Probabilities: A Streamlined Approach
2021 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata
Betting on bitcoin: a profitable trading between directional and shielding strategies
2021 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata
Fractional Volterra integral equations: a neural network approach
2022 Cenci, Marisa; Alessandra Congedo, Maria; Martire, ANTONIO LUCIANO; Rogo, Barbara
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2022 DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, Antonio L.; Russo, Emilio
A numerical method for multidimensional Volterra integral equations
2022 Oliva, Immacolata; Luciano Martire, Antonio
Volterra integral equations: An approach based on Lipschitz-continuity
2022 Martire, ANTONIO LUCIANO
An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options
2023 Veliu, Denis; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods
2023 Martire, ANTONIO LUCIANO; Russo, Emilio; Staino, Alessandro
A dynamic game approach for optimal consumption, investment and life insurance problem
2024 Maggistro, Rosario; Marino, Mario; Martire, Antonio
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Gestione dei rifiuti: Modello previsionale come strumento per una corretta Governance | 2010 | Martire, A; Fanelli, C; Cerabona, V; Vizzo, L; Pelone, F; de Belvis, Ag; Ricciardi, G; Moscato, U. | |
| Gestione dei rifiuti: Modelli predittivi di spesa ambientale | 2011 | Fanelli, C; Martire, ANTONIO LUCIANO; Cerabona, V; De Belvis, Ag; Pelone, F; De Padova, C; Laddomata, V; Ricciardi, G; Moscato, U. | |
| A bivariate model for evaluating equity-linked policies with surrender option | 2016 | DE ANGELIS, Paolo; Martire, ANTONIO LUCIANO; Emilio, Russo | |
| Lezioni di matematica finanziaria | 2019 | DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO | |
| Non-standard Volterra integral equations: a mean-value theorem numerical approach | 2020 | DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, ANTONIO LUCIANO; Patri', Stefano | |
| A mean-value Approach to solve fractional differential and integral equations | 2020 | De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata | |
| A new numerical method for a class of Volterra and Fredholm integral equations | 2020 | De Angelis, P.; De Marchis, R.; Martire, A. L. | |
| Evaluating Ruin Probabilities: A Streamlined Approach | 2021 | DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata | |
| Betting on bitcoin: a profitable trading between directional and shielding strategies | 2021 | DE ANGELIS, Paolo; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO; Oliva, Immacolata | |
| Fractional Volterra integral equations: a neural network approach | 2022 | Cenci, Marisa; Alessandra Congedo, Maria; Martire, ANTONIO LUCIANO; Rogo, Barbara | |
| A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders | 2022 | DE ANGELIS, Paolo; DE MARCHIS, Roberto; Martire, Antonio L.; Russo, Emilio | |
| A numerical method for multidimensional Volterra integral equations | 2022 | Oliva, Immacolata; Luciano Martire, Antonio | |
| Volterra integral equations: An approach based on Lipschitz-continuity | 2022 | Martire, ANTONIO LUCIANO | |
| An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options | 2023 | Veliu, Denis; DE MARCHIS, Roberto; Marino, Mario; Martire, ANTONIO LUCIANO | |
| Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods | 2023 | Martire, ANTONIO LUCIANO; Russo, Emilio; Staino, Alessandro | |
| A dynamic game approach for optimal consumption, investment and life insurance problem | 2024 | Maggistro, Rosario; Marino, Mario; Martire, Antonio |
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