Graziella Pacelli

Publication Activity (10 Years)

Years Active: 2008-2015
Publications (10 Years): 0

Top Topics

Mathematical Models

Stochastic Models

Top Venues

Int. J. Bifurc. Chaos

J. Comput. Appl. Math.

Publications

Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli
Computing survival probabilities based on stochastic differential models. J. Comput. Appl. Math. 277 (2015)
Luca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli
Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology. Int. J. Bifurc. Chaos 24 (9) (2014)
Luca Vincenzo Ballestra, Graziella Pacelli
A boundary element method to price time-dependent double barrier options. Appl. Math. Comput. 218 (8) (2011)
Francesca Mariani, Graziella Pacelli, Francesco Zirilli
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. Optim. Lett. 2 (2) (2008)