PDE and Martingale Methods in Option Pricing von Pascucci, Andrea

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On the Stochastic Magnus Expansion and Its Application to SPDEs von Kamm, Kevin, Pagliarani, Stefano, Pascucci, Andrea

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Probability Theory I: Random Variables and Distributions von Pascucci, Andrea

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A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators von Frosini, Patrizio, Gridelli, Ivan, Pascucci, Andrea

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Approximations for Asian options in local volatility models von Foschi, Paolo, Pagliarani, Stefano, Pascucci, Andrea

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Teoria Della Probabilità: Variabili Aleatorie e Distribuzioni von Pascucci, Andrea

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Efficient Computation of Various Valuation Adjustments Under Local Lévy Models von Borovykh, Anastasia, Pascucci, Andrea, Oosterlee, Cornelis W.

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On stochastic Langevin and Fokker-Planck equations: The two-dimensional case von Pascucci, Andrea, Pesce, Antonello

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Sobolev embeddings for kinetic Fokker-Planck equations von Pascucci, Andrea, Pesce, Antonello

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Teoria Della Probabilità: Processi e Calcolo Stocastico von Pascucci, Andrea

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Analytical approximation of the transition density in a local volatility model von Pagliarani, Stefano, Pascucci, Andrea

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Free boundary and optimal stopping problems for American Asian options von Pascucci, Andrea

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The parametrix method for parabolic SPDEs von Pascucci, Andrea, Pesce, Antonello

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Kolmogorov Operators and Their Applications von Menozzi, Stéphane, Pascucci, Andrea, Polidoro, Sergio

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EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL‐STOCHASTIC VOLATILITY MODELS von Lorig, Matthew, Pagliarani, Stefano, Pascucci, Andrea

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The exact Taylor formula of the implied volatility von Pagliarani, Stefano, Pascucci, Andrea

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Numerical solution of kinetic SPDEs via stochastic Magnus expansion von Kamm, Kevin, Pagliarani, Stefano, Pascucci, Andrea

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The obstacle problem for a class of hypoelliptic ultraparabolic equations von Francesco, Marco Di, Pascucci, Andrea, Polidoro, Sergio

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Nash Estimates and Upper Bounds for Non-homogeneous Kolmogorov Equations von Lanconelli, Alberto, Pascucci, Andrea

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Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators von Pascucci, Andrea, Polidoro, Sergio

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