Bondi, Alessandro
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Risultati 1 - 7 di 7 (tempo di esecuzione: 0.009 secondi).
Affine Volterra processes with jumps
2024 Bondi, Alessandro; Livieri, Giulia; Pulido, Sergio
Comparing Two Different Option Pricing Methods
2020 Bondi, Alessandro; Radojičić, D; Rheinländer, T
Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
2026 Bondi, Alessandro; Gozzi, Fausto; Priola, Enrico; Zabczyk, Jerzy
On the Kolmogorov equation associated with Volterra equations and fractional Brownian motion
2026 Bondi, Alessandro; Flandoli, F.
Probability computation for high-dimensional semilinear SDEs driven by isotropic α-stable processes via mild Kolmogorov equations
2023 Bondi, Alessandro
Smoothing effect and derivative formulas for Ornstein–Uhlenbeck processes driven by subordinated cylindrical Brownian noises
2022 Bondi, Alessandro
The rough Hawkes Heston stochastic volatility model
2024 Bondi, Alessandro; Pulido, Sergio; Scotti, Simone
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Affine Volterra processes with jumps | 2024 | Bondi, Alessandro; Livieri, Giulia; Pulido, Sergio | |
| Comparing Two Different Option Pricing Methods | 2020 | Bondi, Alessandro; Radojičić, D; Rheinländer, T | |
| Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions | 2026 | Bondi, Alessandro; Gozzi, Fausto; Priola, Enrico; Zabczyk, Jerzy | |
| On the Kolmogorov equation associated with Volterra equations and fractional Brownian motion | 2026 | Bondi, Alessandro; Flandoli, F. | |
| Probability computation for high-dimensional semilinear SDEs driven by isotropic α-stable processes via mild Kolmogorov equations | 2023 | Bondi, Alessandro | |
| Smoothing effect and derivative formulas for Ornstein–Uhlenbeck processes driven by subordinated cylindrical Brownian noises | 2022 | Bondi, Alessandro | |
| The rough Hawkes Heston stochastic volatility model | 2024 | Bondi, Alessandro; Pulido, Sergio; Scotti, Simone |