53 results on '"Sergio Scarlatti"'
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2. Approximate value adjustments for European claims.
3. CVA and vulnerable options pricing by correlation expansions.
4. Wrong Way Risk corrections to CVA in CIR reduced-form models.
5. CVA in fractional and rough volatility models.
6. On a convergent power series method to price defaultable bonds in a Vasicek-CIR model
7. Pricing options under stochastic volatility: a power series approach.
8. Discounted and finitely repeated minority games with public signals.
9. A folk theorem for minority games.
10. CVA and Vulnerable Options in Stochastic Volatility Models
11. CVA and vulnerable options pricing by correlation expansions
12. A Variational Problem Arising from Speech Recognition.
13. A Moment Matching Method for Option Pricing under Stochastic Interest Rates
14. RANDOM TIME FORWARD-STARTING OPTIONS
15. Exchange option pricing under stochastic volatility: a correlation expansion
16. Random Time Forward Starting Options
17. Option-based risk management of a bond portfolio under regime switching interest rates
18. Non-symmetric Dirichlet Forms on Semifinite von Neumann Algebras
19. An Iterative Monte Carlo Scheme for Generating Lie Group-Valued Random Variables
20. A global and stochastic analysis approach to bosonic strings and associated quantum fields
21. Pricing Options under stochastic volatility: a power series approach
22. Discounted and finitely repeated minority games with public signals
23. A folk theorem for minority games
24. Optimal Scaling of Mala for Nonlinear Regression
25. On Some New Type of Infinite Dimensional Laplacians
26. Correlation functions
27. Small time asymptotics for heat-kernel regularized determinants
28. Harmonic maps and global structures
29. Formal Lebesgue measures on Hilbert spaces
30. Topological and metric structures on the space of mappings and metrics
31. The Gaussian integration on the space of embeddings
32. The Polyakov measure
33. A Mathematical Introduction to String Theory
34. The two-dimensional Plateau problem
35. Gaussian measures and random fields
36. The Polyakov measure in the critical dimension d=26
37. Functional quantization of the Høegh-Krohn and Liouville models on a compact surface
38. Determinant bundles
39. The Faddeev–Popov procedure
40. Cauchy–Riemann operators
41. The Polyakov measure in noncritical dimension and the Liouville measure
42. The Faddeev–Popov procedure for bosonic strings
43. Introduction
44. Chern classes of determinant bundles
45. Preface
46. A remark on trace properties of K-cycles
47. Large deviations for Ising Spin-Glasses with constrained disorder
48. Option pricing in a hidden Markov model of the short rate with application to risky debt evaluation
49. Path space measure for the liouville quantum field theory and the construction of relativistic strings
50. A probability measure for random surfaces of arbitrary genus and bosonic strings in 4 dimensions
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