Andrea Pascucci 个人学术档案

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	总计	2019 年至今
引用	2693	1028
h 指数	29	17
i10 指数	61	29

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Stefano PagliaraniDipartimento di Matematica, Università di Bologna在 unibo.it 的电子邮件经过验证
Sergio PolidoroUniversità di Modena e Reggio Emilia在 unimore.it 的电子邮件经过验证
Paolo FoschiDept. of Statistics, University of Bologna在 unibo.it 的电子邮件经过验证
Matthew LorigUniversity of Washington在 uw.edu 的电子邮件经过验证
giovanna cittiUniversità di Bologna在 unibo.it 的电子邮件经过验证
Wolfgang RunggaldierProfessor emeritus at the University of Padova在 math.unipd.it 的电子邮件经过验证
Anastasia BorovykhAssistant Professor Imperial College London在 imperial.ac.uk 的电子邮件经过验证
Alberto LanconelliAlma Mater Studiorum - Università di Bologna在 unibo.it 的电子邮件经过验证
María Suárez TaboadaProfesora Departamento de Matemáticas, Investigadora Grupo M2NICA (UDC)在 udc.es 的电子邮件经过验证
Cornelis W. OosterleeUtrecht University, Mathematical Institute在 uu.nl 的电子邮件经过验证
Kaj NyströmProfessor Mathematical Analysis, Uppsala University在 math.uu.se 的电子邮件经过验证
María del Carmen Calvo GarridoDepartamento de Matemáticas y Centro de Investigación CITIC, Universidade da Coruña,Grupo M2NICA在 udc.es 的电子邮件经过验证
Kevin KammPostdoctoral Researcher, Umeå University在 umu.se 的电子邮件经过验证
Jose E Figueroa LopezDepartment of Mathematics and Statistics, Washington University in St. Louis在 wustl.edu 的电子邮件经过验证
Agostino CapponiColumbia University在 columbia.edu 的电子邮件经过验证
Fabio AntonelliUniversity of L'Aquila在 univaq.it 的电子邮件经过验证
Tim LeungBoeing Professor of Applied Mathematics, Computational Finance & Risk Management (CFRM) Program在 uw.edu 的电子邮件经过验证
Annamaria MontanariDipartimento di Matematica, Università di Bologna在 unibo.it 的电子邮件经过验证
Elena loli piccolominiProfessor of Numerical Analysis, University of Bologna在 unibo.it 的电子邮件经过验证
Pasquale CascaranoAssistant Professor, Department of the Arts, University of Bologna在 unibo.it 的电子邮件经过验证

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Andrea Pascucci

University of Bologna

在 unibo.it 的电子邮件经过验证 - 首页

Probability Stochastic and Partial Differential Equations Financial mathematics


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
PDE and martingale methods in option pricing A Pascucci Springer Science & Business Media, 2011	420	2011
On a class of degenerate parabolic equations of Kolmogorov type MD Francesco, A Pascucci Applied Mathematics Research eXpress 2005 (3), 77-116, 2005	127	2005
Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance E Lanconelli, A Pascucci, S Polidoro Nonlinear problems in mathematical physics and related topics, II 2, 243-265, 2002	99	2002
The Moser's iterative method for a class of ultraparabolic equations A Pascucci, S Polidoro Communications in Contemporary Mathematics 6 (03), 395-417, 2004	90	2004
Calcolo stocastico per la finanza A Pascucci Springer Science & Business Media, 2008	84	2008
Explicit implied volatilities for multifactor local‐stochastic volatility models M Lorig, S Pagliarani, A Pascucci Mathematical Finance 27 (3), 926-960, 2017	82	2017
On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance G Citti, A Pascucci, S Polidoro	67	2001
Free boundary and optimal stopping problems for American Asian options A Pascucci Finance and Stochastics 12, 21-41, 2008	66	2008
Parametrix approximation of diffusion transition densities F Corielli, P Foschi, A Pascucci SIAM Journal on Financial Mathematics 1 (1), 833-867, 2010	65	2010
Analytical approximation of the transition density in a local volatility model S Pagliarani, A Pascucci Open Mathematics 10 (1), 250-270, 2012	63	2012
Pointwise estimates for a class of non-homogeneous Kolmogorov equations C Cinti, A Pascucci, S Polidoro Mathematische Annalen 340, 237-264, 2008	61	2008
On the complete model with stochastic volatility by Hobson and Rogers M Di Francesco, A Pascucci Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004	58	2004
Analytical expansions for parabolic equations M Lorig, S Pagliarani, A Pascucci SIAM Journal on Applied Mathematics 75 (2), 468-491, 2015	53	2015
The obstacle problem for a class of hypoelliptic ultraparabolic equations MD Francesco, A Pascucci, S Polidoro Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2008	52	2008
Adjoint expansions in local Lévy models S Pagliarani, A Pascucci, C Riga SIAM journal on Financial Mathematics 4 (1), 265-296, 2013	51	2013
Kolmogorov equations in physics and in finance A Pascucci Elliptic and Parabolic Problems: A Special Tribute to the Work of Haim …, 2005	46	2005
Financial mathematics: theory and problems for multi-period models A Pascucci, WJ Runggaldier Springer Science & Business Media, 2012	43	2012
Approximations for Asian options in local volatility models P Foschi, S Pagliarani, A Pascucci Journal of Computational and Applied Mathematics 237 (1), 442-459, 2013	41	2013
Path dependent volatility P Foschi, A Pascucci Decisions in Economics and Finance 31, 13-32, 2008	41	2008
Regularity properties of viscosity solutions of a non-Hörmander degenerate equation G Citti, A Pascucci, S Polidoro Journal de mathématiques pures et appliquées 80 (9), 901-918, 2001	40	2001

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