Next call will be open in May 2016
Next call will be open in May 2016.
Next call will be open in May 2016.
Call for Submissions AMASES Award 1. The Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES) establishes a prize for the best paper presented at the XXXIX National AMASES Conference which will be held from 10th to 12th September, 2015 in Padova (Italy). 2. The Prize, for an amount equal to 1000 Euro, is reserved to… Read More »
We are pleased to announce the 39th Annual Meeting of the Italian Association for Mathematics Applied to Economic and Social Sciences (AMASES). The meeting will take place at the University of Padova, Italy, on September 10-12, 2015. As in the AMASES established tradition, the Meeting objective is to keep open a discussion forum among scholars and practitioners from… Read More »
Hierarchical Structures in the Aggregation of Premium Risk for Insurance Underwriting (with Nino Savelli; presented at the Workshop “Models for Risk Evaluations in Insurance”, Tropea, 2010)
Contingent claim valuation in diffusion-based financial market models without martingale measures (presented at the 34° Amases Conference, 2010)
Are asymmetrically informed agents envious?
A general closed-form spread option pricing formula (with Gianluca Fusai)
Quantized calibration in local volatility (with Giorgia Callegaro and Martino Grasselli)
Continuous-Time Public Good Contribution under Uncertainty (with Frank Riedel and Jan-Henrik Steg)
Optimal Investment with Transaction Costs and Without Semimartingales, Annals of Applied Probability, 2002.