Martire, Antonio Luciano
Martire, Antonio Luciano
Dipartimento di Economia Aziendale
A bivariate model for evaluating equity-linked policies with surrender option
2016-01-01 De Angelis, Paolo; Martire, Antonio Luciano; Russo, Emilio
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
2022-01-01 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Russo, Emilio
A mean-value Approach to solve fractional differential and integral equations
2020-01-01 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata
A new numerical method for a class of Volterra and Fredholm integral equations
2020-01-01 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano
A Numerical Method for Multidimensional Volterra Integral Equations
2022-01-01 Martire, Antonio Luciano; Oliva, Immacolata
An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options
2023-01-01 Veliu, Denis; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano
Betting on bitcoin: a profitable trading between directional and shielding strategies
2021-01-01 De Angelis, Paolo; De Marchis, Roberto; Mario, Marino; Martire, Antonio Luciano; Oliva, Immacolata
Evaluating Ruin Probabilities: A Streamlined Approach
2021-01-01 De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata
Fractional Volterra integral equations: a neural network approach
2022-01-01 Cenci, Marisa; Congedo, Maria Alessandra; Martire, Antonio Luciano
Lezioni di matematica finanziaria
2019-01-01 De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano
Non-Standard Volterra Integral Equations: A Mean-Value Theorem Numerical Approach
2020-01-01 De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Patri, Stefano
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods
2023-01-01 Martire, Antonio Luciano; Russo, Emilio; Staino, Alessandro
Volterra integral equations: An approach based on Lipschitz-continuity
2022-01-01 Martire, Antonio Luciano
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A bivariate model for evaluating equity-linked policies with surrender option | 1-gen-2016 | De Angelis, Paolo; Martire, Antonio Luciano; Russo, Emilio | |
| A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders | 1-gen-2022 | De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Russo, Emilio | |
| A mean-value Approach to solve fractional differential and integral equations | 1-gen-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 | 1-gen-2020 | De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano | |
| A Numerical Method for Multidimensional Volterra Integral Equations | 1-gen-2022 | Martire, Antonio Luciano; Oliva, Immacolata | |
| An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options | 1-gen-2023 | Veliu, Denis; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano | |
| Betting on bitcoin: a profitable trading between directional and shielding strategies | 1-gen-2021 | De Angelis, Paolo; De Marchis, Roberto; Mario, Marino; Martire, Antonio Luciano; Oliva, Immacolata | |
| Evaluating Ruin Probabilities: A Streamlined Approach | 1-gen-2021 | De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata | |
| Fractional Volterra integral equations: a neural network approach | 1-gen-2022 | Cenci, Marisa; Congedo, Maria Alessandra; Martire, Antonio Luciano | |
| Lezioni di matematica finanziaria | 1-gen-2019 | De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano | |
| Non-Standard Volterra Integral Equations: A Mean-Value Theorem Numerical Approach | 1-gen-2020 | De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Patri, Stefano | |
| Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods | 1-gen-2023 | Martire, Antonio Luciano; Russo, Emilio; Staino, Alessandro | |
| Volterra integral equations: An approach based on Lipschitz-continuity | 1-gen-2022 | Martire, Antonio Luciano |