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pro vyhledávání: '"Rossi, Pietro"'
We propose a neural network-based approach to calibrating stochastic volatility models, which combines the pioneering grid approach by Horvath et al. (2021) with the pointwise two-stage calibration of Bayer et al. (2018) and Liu et al. (2019). Our me
Externí odkaz:
http://arxiv.org/abs/2306.11061
Autor:
Cataldi, Pietro, Lamanna, Leonardo, Bertei, Claudia, Arena, Federica, Rossi, Pietro, Liu, Mufeng, Di Fonzo, Fabio, Papageorgiou, Dimitrios G., Luzio, Alessandro, Caironi, Mario
Edible electronics will facilitate point-of-care testing through safe and cheap devices that are digested or degraded in the body or environment after performing a specific function. Its thrive depends on creating a library of materials that are the
Externí odkaz:
http://arxiv.org/abs/2205.00764
Autor:
Magnocavallo, Michele, Della Rocca, Domenico G., Vetta, Giampaolo, Mohanty, Sanghamitra, Gianni, Carola, Polselli, Marco, Rossi, Pietro, Parlavecchio, Antonio, Fazia, Mirco Vincenzo La, Guarracini, Fabrizio, De Vuono, Francesco, Bisignani, Antonio, Pannone, Luigi, Raposeiras-Roubín, Sergio, Lochy, Stijn, Cauti, Filippo Maria, Burkhardt, J. David, Boveda, Serge, Sarkozy, Andrea, Sorgente, Antonio, Bianchi, Stefano, Chierchia, Gian-Battista, de Asmundis, Carlo, Al-Ahmad, Amin, Di Biase, Luigi, Horton, Rodney P., Natale, Andrea
Publikováno v:
In Heart Rhythm August 2024 21(8):1267-1276
Autor:
Schiavone, Marco, Bianchi, Stefano, Malacrida, Maurizio, Fassini, Gaetano, Ricciolino, Riccardo, Pecora, Domenico, Pelargonio, Gemma, Iacopino, Saverio, Ducceschi, Valentino, Maggio, Ruggero, Bianchini, Lorenzo, La Greca, Carmelo, Rossi, Pietro, Bencardino, Gianluigi, Moltrasio, Massimo, Di Belardino, Natale, Pepi, Patrizia, Rossi, Luca, Santagostino, Matteo, Tondo, Claudio, De Simone, Antonio
Publikováno v:
In Heart Rhythm
The goal of this paper is to investigate the method outlined by one of us (PR) in Cherubini et al. (2009) to compute option prices. We name it the SINC approach. While the COS method by Fang and Osterlee (2009) leverages the Fourier-cosine expansion
Externí odkaz:
http://arxiv.org/abs/2009.00557
Building the future profit and loss (P&L) distribution of a portfolio holding, among other assets, highly non-linear and path-dependent derivatives is a challenging task. We provide a simple machinery where more and more assets could be accounted for
Externí odkaz:
http://arxiv.org/abs/2006.09955
Publikováno v:
In Ecological Indicators 15 December 2023 157
Akademický článek
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Akademický článek
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Autor:
Frontera, Antonio, Pagani, Stefano, Limite, Luca Rosario, Peirone, Andrea, Fioravanti, Francesco, Enache, Bogdan, Cuellar Silva, Jose, Vlachos, Konstantinos, Meyer, Christian, Montesano, Giovanni, Manzoni, Andrea, Dedé, Luca, Quarteroni, Alfio, Lațcu, Decebal Gabriel, Rossi, Pietro, Della Bella, Paolo
Publikováno v:
In JACC: Clinical Electrophysiology May 2022 8(5):561-577