SANFELICI, Simona
SANFELICI, Simona
Dipartimento di Scienze Economiche e Aziendali
"Numerical Study of Activation in a Bidomain Model of Normal and Diseased Myocardium", Quaderno del Dipartimento di Matematica, Università di Parma n. 149
1996-01-01 Sanfelici, Simona
A Boundary Element approach to barrier option pricing in Black-Scholes framework
2016-01-01 Guardasoni, Chiara; Sanfelici, Simona
A Boundary Element Method applied to option pricing
2016-01-01 Guardasoni, Chiara; Sanfelici, Simona
A boundary element method for pricing barriers options
2014-01-01 Guardasoni, Chiara; Sanfelici, Simona
A boundary element PDE approach to corporate debt
2013-01-01 Guardasoni, Chiara; Sanfelici, Simona
A Computer Study of Electrograms Fractionation
1999-01-01 Sanfelici, Simona
A fractional model for the COVID-19 pandemic: Application to Italian data
2021-01-01 Alòs, Elisa; Elvira Mancino, Maria; Merino, Raúl; Sanfelici, Simona
A Mellin transform approach to barrier option pricing
2020-01-01 Guardasoni, Chiara; Rodrigo, Marianito R.; Sanfelici, Simona
A Numerical Method for Handling Asymptotic Boundary Conditions in Finance
2003-01-01 Sanfelici, Simona
A Numerical Study of Electrograms Fractionation
1998-01-01 Sanfelici, Simona
A numerical study of the smile effect in implied volatilities induced by a nonlinear feedback model
2004-01-01 M. E., Mancino; S., Ogawa; Sanfelici, Simona
ALLAJ, Erindi; SANFELICI, Simona. Early Warning Systems for identifying financial instability. International Journal of Forecasting, 2023, 39.4: 1777-1803.
2023-01-01 Allaj, Erindi; Sanfelici, Simona
An application of nonparametric volatility estimators to option pricing
2014-01-01 R., Kenmoe; Sanfelici, Simona
An Early Warning System for identifying financial instability
2022-01-01 Allaj, Erindi; Sanfelici, Simona
An improved two-step regularization scheme for spot volatility estimation
2011-01-01 S., Ogawa; Sanfelici, Simona
Analysis of European Contingent Claims on Multiple Assets. Part II: Galerkin Finite Element Approximation
2002-01-01 Sanfelici, Simona
Assessing the quality of volatility estimators via option pricing
2010-01-01 Sanfelici, Simona; A., Uboldi
Assessing the quality of volatility estimators via option pricing
2014-01-01 Sanfelici, Simona; Uboldi, Adamo
Calibration of a nonlinear feedback option pricing model
2007-01-01 Sanfelici, Simona
Calibration of a nonlinear feedback option pricing model
2005-01-01 Sanfelici, Simona