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Daniele Marazzina
Daniele Marazzina
Politecnico di Milano
Email verificata su polimi.it - Home page
Titolo
Citata da
Citata da
Anno
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options
G Fusai, G Germano, D Marazzina
European Journal of Operational Research 251 (1), 124-134, 2016
802016
Pricing discretely monitored Asian options by maturity randomization
G Fusai, D Marazzina, M Marena
SIAM Journal on Financial Mathematics 2 (1), 383-403, 2011
442011
Optimal investment, stochastic labor income and retirement
E Barucci, D Marazzina
Applied Mathematics and Computation 218 (9), 5588-5604, 2012
342012
Integrated structural approach to credit value adjustment
L Ballotta, G Fusai, D Marazzina
European Journal of Operational Research 272 (3), 1143-1157, 2019
32*2019
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
CE Phelan, D Marazzina, G Fusai, G Germano
European Journal of Operational Research 271 (1), 210-223, 2018
322018
Hilbert transform, spectral filters and option pricing
CE Phelan, D Marazzina, G Fusai, G Germano
Annals of Operations Research 282 (1), 273-298, 2019
312019
A general framework for pricing Asian options under stochastic volatility on parallel architectures
S Corsaro, I Kyriakou, D Marazzina, Z Marino
European Journal of Operational Research 272 (3), 1082-1095, 2019
262019
Pricing exotic derivatives exploiting structure
D Sesana, D Marazzina, G Fusai
European Journal of Operational Research 236 (1), 369-381, 2014
262014
A machine learning model for lapse prediction in life insurance contracts
M Azzone, E Barucci, GG Moncayo, D Marazzina
Expert Systems with Applications 191, 116261, 2022
242022
Z-Transform and preconditioning techniques for option pricing
G Fusai, D Marazzina, M Marena, M Ng
Quantitative Finance 12 (9), 1381-1394, 2012
172012
Online or on-campus? Analysing the effects of financial education on student knowledge gain
T Agasisti, E Barucci, M Cannistrà, D Marazzina, M Soncin
Evaluation and Program Planning 98, 102273, 2023
142023
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
S Baccarin, D Marazzina
IMA Journal of Management Mathematics 27 (4), 471-504, 2015
12*2015
Option pricing, maturity randomization and distributed computing
G Fusai, D Marazzina, M Marena
Parallel Computing 36 (7), 403-414, 2010
122010
Optimal impulse control of a portfolio with a fixed transaction cost
S Baccarin, D Marazzina
Central European Journal of Operations Research 22, 355-372, 2014
112014
Optimal investment in research and development under uncertainty
R Cerqueti, D Marazzina, M Ventura
Journal of Optimization Theory and Applications 168, 296-309, 2016
92016
Stability properties of discontinuous Galerkin methods for 2D elliptic problems
D Marazzina
IMA journal of numerical analysis 28 (3), 552-579, 2008
92008
ESG ratings explainability through machine learning techniques
A Del Vitto, D Marazzina, D Stocco
Annals of Operations Research, 1-30, 2023
82023
The determinants of lapse rates in the Italian life insurance market
E Barucci, T Colozza, D Marazzina, E Rroji
European Actuarial Journal 10, 149-178, 2020
82020
Asset management, High Water Mark and flow of funds
E Barucci, D Marazzina
Operations Research Letters 44 (5), 607-611, 2016
82016
Risk seeking, nonconvex remuneration and regime switching
E Barucci, D Marazzina
International Journal of Theoretical and Applied Finance 18 (02), 1550009, 2015
82015
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20