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Numero di documenti a questo livello: 26.


Andreis, Luisa (2017) McKean-Vlasov limits, propagation of chaos and long-time behavior of some mean field interacting particle systems. [Tesi di dottorato]

Andreoli, Alessandro (2011) Scaling and Multiscaling in Financial Indexes: A Simple Model. [Tesi di dottorato]


Basei, Matteo (2016) Topics in stochastic control and differential game theory, with application to mathematical finance. [Tesi di dottorato]


Cadel, Agnese (2008) Disordered models: Spin Glasses and Directed Polymers. [Tesi di dottorato]

Caperna, Giulio (2016) Partial Order Theory for Synthetic Indicators. [Tesi di dottorato]

CHAU, NGOC HUY (2016) A Study Of Arbitrage Opportunities In Financial Markets Without Martingale Measures. [Tesi di dottorato]

Collet, Francesca (2009) The Impact of Disorder in the Critical Dynamics of Mean-Field Models. [Tesi di dottorato]


Edoli, Enrico (2013) Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications. [Tesi di dottorato]


Fiorin, Lucio (2018) Essays on Quantization in Financial Mathematics. [Tesi di dottorato]

Fontana, Claudio (2012) Four Essays in Financial Mathematics. [Tesi di dottorato]

Formentin, Marco (2009) Two problems concerning interacting systems: 1. On the purity of the free boundary condition Potts measure on Galton-Watson trees 2. Uniform propagation of chaos in some spin-flip models. [Tesi di dottorato]


Grosset, Luca (2004) Advertising for a new product introduction: a stochastic approach. [Tesi di dottorato pre - 2008]

Gnoatto, Alessandro (2012) Wishart processes: theory and applications in mathematical finance. [Tesi di dottorato]


John, Prince (2018) Finite Dirichlet mixture models for classification and detection of new classes of variable stars. [Tesi di dottorato]


Manzi, Maddalena (2011) New construction methods for copulas and the multivariate case. [Tesi di dottorato]

Marchetto, Enrico (2011) Automatic Speaker Recognition and Characterization by means of Robust Vocal Source Features. [Tesi di dottorato]

Miglietta, Giulio (2015) Topics in Interest Rate Modeling. [Tesi di dottorato]

Montes, Juan Miguel (2014) Aspects of Affine Models in the Pricing of Exotic Options and in Credit Risk. [Tesi di dottorato]


Pagliarani, Stefano (2014) Portfolio optimization and option pricing under defaultable Lévy driven models. [Tesi di dottorato]

Pigato, Paolo (2015) Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models. [Tesi di dottorato]

Prezioso, Valentina (2010) Interest rate derivatives pricing when the short rate is a continuous time finite state Markov process. [Tesi di dottorato]

Prosdocimi , Cecilia (2010) Partial exchangeability and change detection for hidden Markov models. [Tesi di dottorato]


Rotolo, Federico (2013) Frailty multi-state models for the analysis of survival data from multicenter clinical trials. [Tesi di dottorato]


Sahasrabudhe, Neeraja (2013) Covariance Realization Problem for Spin Systems. [Tesi di dottorato]

Schiavazzi, Daniele (2013) Redundant Multiresolution Uncertainty Propagation. [Tesi di dottorato]


Tovazzi, Daniele (2018) Self-sustained periodic behaviors in interacting systems: macroscopic limits and fluctuations. [Tesi di dottorato]

Questa lista e' stata generata il Mon Feb 18 04:18:47 2019 CET.