83 results on '"Vitali, Sebastiano"'
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2. Multistage stochastic dominance: an application to pension fund management
3. Implied volatility smoothing at COVID-19 times
4. Investment disputes and their explicit role in option market uncertainty and overall risk instability
5. Investments in transmission lines and storage units considering second-order stochastic dominance constraints
6. Comparing stage-scenario with nodal formulation for multistage stochastic problems
7. Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
8. Implied Volatility Surface Estimation via Quantile Regularization
9. Pension fund management with investment certificates and stochastic dominance
10. Long-term individual financial planning under stochastic dominance constraints
11. Pension fund management with hedging derivatives, stochastic dominance and nodal contamination
12. Evaluation of scenario reduction algorithms with nested distance
13. Optimal Multistage Defined-Benefit Pension Fund Management
14. Motivations and Expectations of Students’ Mobility Abroad: A Mapping Technique
15. Implied Volatility Surface Estimation via Quantile Regularization
16. Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming
17. Optimal Multistage Defined-Benefit Pension Fund Management
18. Implied volatility and state price density estimation: arbitrage analysis
19. Optimal pension fund composition for an Italian private pension plan sponsor
20. Individual optimal pension allocation under stochastic dominance constraints
21. Insights for stochastic dominance extension in a multistage framework
22. Laboratorio di informatica. Excel
23. Pension fund management with investment certificates and stochastic dominance
24. Comparing stage-scenario with nodal formulation for multistage stochastic problems
25. Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints
26. THE INVESTMENT CERTIFICATES IN THE ITALIAN MARKET: A COMPARISON OF QUOTED AND ESTIMATED PRICES
27. Long-term individual financial planning under stochastic dominance constraints
28. Multistage multivariate nested distance: An empirical analysis
29. State price density estimation for options with dividend yields
30. Who studies abroad and why?
31. Price and market risk reduction for bond portfolio selection in BRICS markets
32. Esperienza erasmus: motivazioni e timori prima della partenza
33. Pension Fund Management in a Stochastic Optimization Framework
34. A conservative discontinuous target volatility strategy
35. On the implied volatility extraction and the selection of suitable kernel
36. The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth
37. L’esperienza ERASMUS: la valutazione degli studenti dell'Università di Bergamo
38. The Bandwidth Selection in Connection to Option Implied Volatility Extraction
39. On the pricing of illiquid options with Black-Scholes formula
40. Optimal pension fund composition for an Italian private pension plan sponsor
41. HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY
42. Portfolio selection strategy for fixed income markets with immunization on average
43. Reward and risk in the fixed income markets
44. Un’esperienza di learning week per il recupero di competenze nello studio dell’analisi matematica mediante l’uso del software GeoGebra
45. Portfolio selection strategy for fixed income markets with immunization on average.
46. Individual optimal pension allocation under stochastic dominance constraints.
47. The pricing of convertible bonds in the presence of structured conversion clauses: the case of Cashes
48. Reward and Risk in the Fixed Income Markets.
49. Risk and ratio measures in portfolio optimization
50. Micro-level stochastic claims reserving
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