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Publications by SILVIA CENTANNI

Monte Carlo Derivative Pricing With Partial Information in a Class of Doubly Stochastic Poisson Processes With Marks

International Journal of Theoretical and Applied Finance

English

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Bond Pricing With Jumps and Monte Carlo Simulation

Lecture Notes in Computer Science

Computer Science

Theoretical Computer Science

English

Monte Carlo Methods for Sensitivity Analysis of Poisson-Driven Stochastic Systems, and Applications

Advances in Applied Probability

Applied Mathematics

English

Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps

IFIP Advances in Information and Communication Technology

Computer Networks

Information Systems

English

Fractional Stochastic Differential Equations With Hilfer Fractional Derivative: Poisson Jumps and Optimal Control

Discrete Dynamics in Nature and Society

English

Estimation of Stochastic Frontier Models With Fixed Effects Through Monte Carlo Maximum Likelihood

Journal of Probability and Statistics

English

Properties of a Three-Dimensional Poisson-Voronoi Tesselation: A Monte Carlo Study

Journal of Statistical Physics

Nonlinear Physics

Mathematical Physics

English

Monte Carlo Sampling Approach to Stochastic Programming

ESAIM: Proceedings

English

A Maximum Principle Approach to Risk Indifference Pricing With Partial Information

Journal of Applied Mathematics and Stochastic Analysis

English

A Stochastic Approximation Algorithm With Markov Chain Monte-Carlo Method for Incomplete Data Estimation Problems

Proceedings of the National Academy of Sciences of the United States of America

Multidisciplinary

English