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Rossella Agliardi

Professoressa ordinaria

Dipartimento di Matematica

Settore scientifico disciplinare: STAT-04/A Metodi matematici dell’economia e delle scienze attuariali e finanziarie

Pubblicazioni

Rossella Agliardi, A general framework for optimal stopping problems with two risk factors and real option applications, «APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY», 2024, 40, pp. 161 - 179 [articolo]Open Access

Elettra Agliardi, Rossella Agliardi, Willem Spanjers, The economic value of biodiversity preservation, «ENVIRONMENTAL & RESOURCE ECONOMICS», 2024, 87, pp. 1593 - 1610 [articolo]Open Access

Elettra Agliardi; Rossella Agliardi, Pricing multidimensional American options, «INTERNATIONAL JOURNAL OF FINANCIAL STUDIES», 2023, 11, Article number: 51, pp. 1 - 10 [articolo]Open Access

Rossella Agliardi, On optimal stopping problems arising in real option theory, in: New trends in the applications of differential equations in sciences, Melville, NY, AIP Publishing, 2022, pp. 1 - 11 [capitolo di libro]

Elettra Agliardi; Rossella Agliardi, Corporate green bonds: understanding the greenium in a two-factor structural model, «ENVIRONMENTAL & RESOURCE ECONOMICS», 2021, 80, pp. 257 - 278 [articolo]Open Access

Rossella Agliardi, Green securitisation, «JOURNAL OF SUSTAINABLE FINANCE & INVESTMENT», 2021, 12, pp. 1 - 16 [articolo]

Elettra Agliardi; Rossella Agliardi, Pricing climate-related risk in the bond market, «JOURNAL OF FINANCIAL STABILITY», 2021, 54, Article number: 100868, pp. 1 - 9 [articolo]Open Access

Dimitrios Zormpas; Rossella Agliardi, The effect of vertical relationships on investment timing, «INTERNATIONAL GAME THEORY REVIEW», 2021, 23, Article number: 2150005, pp. 1 - 10 [articolo]Open Access

Rossella Agliardi, New exact solutions to optimal consumption-investment problems with exponential utility, «MATHEMATICAL FINANCE LETTERS», 2020, 1, pp. 1 - 8 [articolo]Open Access

Agliardi, Elettra; Agliardi, Rossella, Financing environmentally-sustainable projects with green bonds, «ENVIRONMENT AND DEVELOPMENT ECONOMICS», 2019, 24, pp. 608 - 623 [articolo]

Rossella Agliardi, Pseudodifferential equations in finance, in: AIP Conference Proceedings 2159, American Institute of Physics, 2019, 2159, pp. 1 - 9 (atti di: Sixth International Conference on New Trends in the Applications of Differential Equations in Sciences, St. Constantine and Helena, 1-4 luglio 2019) [Contributo in Atti di convegno]

Rossella Agliardi, Value-at-risk under ambiguity aversion, «FINANCIAL INNOVATION», 2018, 4, Article number: 10, pp. 1 - 13 [articolo]Open Access

Agliardi, Rossella, Asymmetric Choquet random walks and ambiguity aversion or seeking, «THEORY AND DECISION», 2017, 83, pp. 591 - 602 [articolo]

Agliardi, Rossella; Gençay, Ramazan, Optimal trading strategies with limit orders, «INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE», 2017, 20, Article number: 1750005, pp. N/A - N/A [articolo]

Agliardi, Rossella, Boundary-value problems for PDEs arising in the valuation of structured financial products, «PLISKA», 2016, 26, pp. 83 - 98 [articolo]

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