11573/1744518 - 2025 -
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation Veliu, Denis; Shkurti, Aranit; Martire, Antonio Luciano - 01a Articolo in rivista
paper: FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS (Lausanne : Frontiers Media S.A., 2015-) pp. - - issn: 2297-4687 - wos: WOS:001497951200001 (0) - scopus: 2-s2.0-105006924599 (0)
11573/1704352 - 2024 -
A dynamic game approach for optimal consumption, investment and life insurance problem Maggistro, Rosario; Marino, Mario; Martire, Antonio - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. - - issn: 0254-5330 - wos: WOS:001167115300002 (1) - scopus: 2-s2.0-85185476156 (2)
11573/1727936 - 2024 -
Volterra-renewal integral equations: a combined simplified numerical approach Veliu, Denis; De Marchis, Roberto; Martire, Antonio Luciano - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF MATHEMATICAL ANALYSIS (Hikari Ltd) pp. 49-56 - issn: 1312-8876 - wos: (0) - scopus: (0)
11573/1677258 - 2023 -
Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods Martire, Antonio Luciano; Russo, Emilio; Staino, Alessandro - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. - - issn: 1593-8883 - wos: WOS:000911752600001 (0) - scopus: 2-s2.0-85145502515 (1)
11573/1677259 - 2023 -
An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options Veliu, Denis; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano - 01a Articolo in rivista
paper: MATHEMATICS (Basel: MDPI AG, 2013-) pp. - - issn: 2227-7390 - wos: WOS:000909096800001 (0) - scopus: 2-s2.0-85145946551 (0)
11573/1670919 - 2022 -
Fractional Volterra integral equations: a neural network approach Cenci, Marisa; Alessandra Congedo, Maria; Martire, Antonio Luciano; Rogo, Barbara - 02a Capitolo o Articolo
book: Fractional Volterra integral equations: a neural network approach - (979-12-5977-139-1)
11573/1637899 - 2022 -
A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio L.; Russo, Emilio - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Milano : Springer-Verlag Italia) pp. - - issn: 1129-6569 - wos: WOS:000805460600001 (3) - scopus: 2-s2.0-85130846904 (3)
11573/1677257 - 2022 -
Volterra integral equations: An approach based on Lipschitz-continuity Martire, Antonio Luciano - 01a Articolo in rivista
paper: APPLIED MATHEMATICS AND COMPUTATION (New York: Elsevier [etc.]) pp. - - issn: 0096-3003 - wos: WOS:000861039800014 (2) - scopus: 2-s2.0-85136453734 (2)
11573/1663016 - 2022 -
A numerical method for multidimensional Volterra integral equations Oliva, Immacolata; Luciano Martire, Antonio - 01a Articolo in rivista
paper: APPLIED MATHEMATICAL SCIENCES (Ruse: Hikari Ltd, 2007-) pp. 709-717 - issn: 1314-7552 - wos: (0) - scopus: (0)
11573/1528584 - 2021 -
Betting on bitcoin: a profitable trading between directional and shielding strategies De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. - - issn: 1593-8883 - wos: WOS:000628468500001 (5) - scopus: 2-s2.0-85102623441 (7)
11573/1585532 - 2021 -
Evaluating Ruin Probabilities: A Streamlined Approach De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano; Oliva, Immacolata - 01a Articolo in rivista
paper: APPLIED MATHEMATICS E-NOTES (Hsinchu: Department of Mathematics, Tsing Hua University.) pp. 634-642 - issn: 1607-2510 - wos: WOS:000720963800012 (0) - scopus: 2-s2.0-85121247002 (0)
11573/1396340 - 2020 -
A new numerical method for a class of Volterra and Fredholm integral equations De Angelis, P.; De Marchis, R.; Martire, A. L. - 01a Articolo in rivista
paper: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0377-0427 - wos: WOS:000536751200004 (7) - scopus: 2-s2.0-85083731112 (9)
11573/1416721 - 2020 -
A mean-value Approach to solve fractional differential and integral equations De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Oliva, Immacolata - 01a Articolo in rivista
paper: CHAOS, SOLITONS & FRACTALS (Amsterdam : Elsevier Science) pp. - - issn: 1873-2887 - wos: WOS:000571059300001 (6) - scopus: 2-s2.0-85086501355 (13)
11573/1419946 - 2020 -
Non-standard Volterra integral equations: a mean-value theorem numerical approach De Angelis, Paolo; De Marchis, Roberto; Martire, Antonio Luciano; Patri', Stefano - 01a Articolo in rivista
paper: APPLIED MATHEMATICAL SCIENCES (Ruse : Hikari Ltd, 2007-
Bulgaria, EU: HIKARI LTD,) pp. 423-432 - issn: 1312-885X - wos: (0) - scopus: (0)
De Angelis, Paolo; De Marchis, Roberto; Marino, Mario; Martire, Antonio Luciano - 03a Saggio, Trattato Scientifico
11573/551980 - 2016 -
A bivariate model for evaluating equity-linked policies with surrender option De Angelis, Paolo; Martire, Antonio Luciano; Emilio, Russo - 01a Articolo in rivista
paper: SCANDINAVIAN ACTUARIAL JOURNAL (TAYLOR & FRANCIS LTD, 4 PARK SQUARE, MILTON PARK, ABINGDON, ENGLAND, OXON, OX14 4RN) pp. 246-261 - issn: 0346-1238 - wos: WOS:000366668700004 (3) - scopus: 2-s2.0-84903231596 (4)
11573/1345365 - 2011 -
Gestione dei rifiuti: Modelli predittivi di spesa ambientale Fanelli, C; Martire, Antonio Luciano; Cerabona, V; De Belvis, Ag; Pelone, F; De Padova, C; Laddomata, V; Ricciardi, G; Moscato, U. - 04d Abstract in atti di convegno
conference: Podium Presentation. XII Conferenza Nazionale di Sanità Pubblica (Roma)
book: Supplemento 3 Igiene e sanità Pubblica 2011 - ()
11573/1345325 - 2010 -
Gestione dei rifiuti: Modello previsionale come strumento per una corretta Governance Martire, A; Fanelli, C; Cerabona, V; Vizzo, L; Pelone, F; De Belvis, Ag; Ricciardi, G; Moscato, U. - 04f Poster
conference: Diritto alla Salute: il nuovo Milione della Sanità Pubblica (Venezia)
book: Supplemento 3 Igiene e sanità Pubblica 2010 - ()