Search Results - CHIOMA, CLAUDIA LA

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  1. 1
    HEATH-JARROW-MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES

    HEATH-JARROW-MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES by La Chioma, Claudia, Piccoli, Benedetto

    Published in Mathematical finance
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  2. 2
    Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory

    Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory by BRIANI, Maya, LA CHIOMA, Claudia, NATALINI, Roberto

    Published in Numerische Mathematik
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  3. 3
    OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES

    OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES by ADAMO, MASSIMILIANO, AMADORI, ANNA LISA, BERNASCHI, MASSIMO, CHIOMA, CLAUDIA LA, MARIGO, ALESSIA, PICCOLI, BENEDETTO, SBARAGLIA, SIMONE, UBOLDI, ADAMO, VERGNI, DAVIDE, FABBRI, PAOLA, IACOVONI, DAVIDE, NATALE, FRANCESCO, SCALERA, STEFANO, SPILOTRO, LUCIA, VALLETTA, ANTONELLA

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  4. 4
    Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

    Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions by Jakobsen, Espen R., Karlsen, Kenneth H., La Chioma, Claudia

    Published in Numerische Mathematik
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  5. 5
    Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations

    Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations by Amadori, Anna Lisa, Karlsen†, Kenneth H., La Chioma, Claudia

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  6. 6
    ERROR ESTIMATES FOR APPROXIMATE SOLUTIONS TO BELLMAN EQUATIONS ASSOCIATED WITH CONTROLLED JUMP-DIFFUSIONS

    ERROR ESTIMATES FOR APPROXIMATE SOLUTIONS TO BELLMAN EQUATIONS ASSOCIATED WITH CONTROLLED JUMP-DIFFUSIONS by Jakobsen, Espen R, Karlsen, Kenneth H, La Chioma, Claudia

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  7. 7
    NONLINEAR DEGENERATE INTEGRO-PARTIAL DIFFERENTIAL EVOLUTION EQUATIONS RELATED TO GEOMETRIC LÉVY PROCESSES AND APPLICATIONS TO BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

    NONLINEAR DEGENERATE INTEGRO-PARTIAL DIFFERENTIAL EVOLUTION EQUATIONS RELATED TO GEOMETRIC LÉVY PROCESSES AND APPLICATIONS TO BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS by Amadori, Anna Lisa, Karlsen, Kenneth H, La Chioma, Claudia

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