| Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options A Ramponi International Journal of Theoretical and Applied Finance 15 (05), 1250037, 2012 | 49 | 2012 |
| Exchange option pricing under stochastic volatility: a correlation expansion F Antonelli, A Ramponi, S Scarlatti Review of Derivatives Research 13, 45-73, 2010 | 48 | 2010 |
| On the numerical inversion of the Laplace transform for nuclear magnetic resonance relaxometry P Barone, A Ramponi, G Sebastiani Inverse Problems 17 (1), 77, 2001 | 44 | 2001 |
| A note on the complex roots of complex random polynomials A Ramponi Statistics & Probability Letters 44 (2), 181-187, 1999 | 24 | 1999 |
| Stopping eules for the multistart method when different local minima have different function values M Piccioni, A Ramponi Optimization 21 (5), 697-707, 1990 | 18 | 1990 |
| CVA and vulnerable options pricing by correlation expansions F Antonelli, A Ramponi, S Scarlatti Annals of Operations Research 299 (1), 401-427, 2021 | 14 | 2021 |
| Mixture dynamics and regime switching diffusions with application to option pricing A Ramponi Methodology and Computing in Applied Probability 13 (2), 349-368, 2011 | 12 | 2011 |
| A new estimation method in modal analysis P Barone, A Ramponi IEEE transactions on signal processing 48 (4), 1002-1014, 2000 | 12 | 2000 |
| CVA and vulnerable options in stochastic volatility models E Alos, F Antonelli, A Ramponi, S Scarlatti International Journal of Theoretical and Applied Finance 24 (02), 2150010, 2021 | 10 | 2021 |
| Option-based risk management of a bond portfolio under regime switching interest rates F Antonelli, A Ramponi, S Scarlatti Decisions in Economics and Finance 36, 47-70, 2013 | 9 | 2013 |
| A review of techniques for the estimation of the term structure L Marangio, M Massimo, A Ramponi International Journal of Theoretical and Applied Finance 5 (02), 189-221, 2002 | 9 | 2002 |
| Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends G Ferraro, A Ramponi, S Scarlatti Technology Analysis & Strategic Management, 2022 | 8 | 2022 |
| Adaptive and monotone spline estimation of the cross-sectional term structure A Ramponi International Journal of Theoretical and Applied Finance 6 (02), 195-212, 2003 | 7 | 2003 |
| Approximate value adjustments for European claims F Antonelli, A Ramponi, S Scarlatti European Journal of Operational Research 300 (3), 1149-1161, 2022 | 6 | 2022 |
| Random time forward-starting options F Antonelli, A Ramponi, S Scarlatti International Journal of Theoretical and Applied Finance 19 (08), 1650050, 2016 | 5 | 2016 |
| A critical review of techniques for term structure analysis L Marangio, A Ramponi, M Bernaschi arXiv preprint cond-mat/0003123, 2000 | 5 | 2000 |
| Spread Option Pricing in Regime-Switching Jump Diffusion Models A Ramponi Mathematics 10 ((9)), 1574, 2022 | 3 | 2022 |
| VaR-optimal risk management in regime-switching jump-diffusion models A Ramponi Journal of Mathematical Finance 3 (1), 2013 | 3 | 2013 |
| Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation A Ramponi, S Scarlatti International Journal of Risk Assessment and Management 11 (1-2), 88-103, 2009 | 3 | 2009 |
| The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model A Ramponi, ME Tessitore Decisions in Economics and Finance, 1-32, 2023 | 2 | 2023 |
Elisa AlòsUniversitat Pompeu Fabra在 upf.edu 的电子邮件经过验证
