A

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

Andreoli, Alessandro (2011) Scaling and Multiscaling in Financial Indexes: A Simple Model. [Ph.D. thesis]

B

Basei, Matteo (2016) Topics in stochastic control and differential game theory, with application to mathematical finance. [Ph.D. thesis]

C

Cadel, Agnese (2008) Disordered models: Spin Glasses and Directed Polymers. [Ph.D. thesis]

Caperna, Giulio (2016) Partial Order Theory for Synthetic Indicators. [Ph.D. thesis]

Cecchin, Alekos (2018) Finite State N-player and Mean Field Games. [Ph.D. thesis]

CHAU, NGOC HUY (2016) A Study Of Arbitrage Opportunities In Financial Markets Without Martingale Measures. [Ph.D. thesis]

Collet, Francesca (2009) The Impact of Disorder in the Critical Dynamics of Mean-Field Models. [Ph.D. thesis]

E

Edoli, Enrico (2013) Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications. [Ph.D. thesis]

F

Fiorin, Lucio (2018) Essays on Quantization in Financial Mathematics. [Ph.D. thesis]

Fontana, Claudio (2012) Four Essays in Financial Mathematics. [Ph.D. thesis]

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. [Ph.D. thesis]

G

Gnoatto, Alessandro (2012) Wishart processes: theory and applications in mathematical finance. [Ph.D. thesis]

Grosset, Luca (2004) Advertising for a new product introduction: a stochastic approach. [Ph.D. thesis (pre 2008)]

J

John, Prince (2018) Finite Dirichlet mixture models for classification and detection of new classes of variable stars. [Ph.D. thesis]

M

Manzi, Maddalena (2011) New construction methods for copulas and the multivariate case. [Ph.D. thesis]

Marchetto, Enrico (2011) Automatic Speaker Recognition and Characterization by means of Robust Vocal Source Features. [Ph.D. thesis]

Miglietta, Giulio (2015) Topics in Interest Rate Modeling. [Ph.D. thesis]

Montes, Juan Miguel (2014) Aspects of Affine Models in the Pricing of Exotic Options and in Credit Risk. [Ph.D. thesis]

P

Pagliarani, Stefano (2014) Portfolio optimization and option pricing under defaultable Lévy driven models. [Ph.D. thesis]

Pelino, Guglielmo (2019) Topics in finite state mean field games and non-Markovian interacting spin systems. [Ph.D. thesis]

Piccirilli, Marco (2018) Additive models for energy markets. [Ph.D. thesis]

Pigato, Paolo (2015) Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models. [Ph.D. thesis]

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

Prosdocimi , Cecilia (2010) Partial exchangeability and change detection for hidden Markov models. [Ph.D. thesis]

R

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

S

Sahasrabudhe, Neeraja (2013) Covariance Realization Problem for Spin Systems. [Ph.D. thesis]

Schiavazzi, Daniele (2013) Redundant Multiresolution Uncertainty Propagation. [Ph.D. thesis]

T

Tovazzi, Daniele (2018) Self-sustained periodic behaviors in interacting systems: macroscopic limits and fluctuations. [Ph.D. thesis]