Stefano Pagliarani

Stefano Pagliarani

Università di Bologna - Bologna / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1869907
University of Bologna
person_outline Stefano Pagliarani's MOST POPULAR ARTICLES
1-) EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELSM Lorig, S Pagliarani, A PascucciMathematical Finance, 2015742015
2-) Analytical approximation of the transition density in a local volatility modelS Pagliarani, A PascucciOpen Mathematics 10 (1), 250-270, 2012592012
3-) Analytical expansions for parabolic equationsM Lorig, S Pagliarani, A PascucciSIAM Journal on Applied Mathematics 75 (2), 468-491, 2015512015
4-) Adjoint expansions in local Lévy modelsS Pagliarani, A Pascucci, C RigaSIAM Journal on Financial Mathematics 4 (1), 265-296, 2013532013
5-) Approximations for Asian options in local volatility modelsP Foschi, S Pagliarani, A PascucciJournal of Computational and Applied Mathematics 237 (1), 442-459, 2013422013