Agliardi, Rossella, Modeling uncertainty in limit order execution, «COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION», 2016, 31, pp. 143 - 150 [articolo]
Agliardi, Rossella, Optimal hedging through limit orders, «STOCHASTIC MODELS», 2016, 32, pp. 593 - 605 [articolo]
Agliardi, Rossella, Reverse convertible debt under credit risk, «INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING», 2016, 3, Article number: UNSP 1650007, pp. 1 - 13 [articolo]
Agliardi, Elettra; Agliardi, Rossella; Spanjers, Willem, Convertible debt: financing decisions and voluntary conversion under ambiguity, «INTERNATIONAL REVIEW OF FINANCE», 2015, 15, pp. 599 - 611 [articolo]
Rossella Agliardi; Ramazan Gencay, Hedging through a limit order book with varying liquidity, «THE JOURNAL OF DERIVATIVES», 2014, 22, pp. 32 - 49 [articolo]
R. Agliardi; P. Popivanov; A. Slavova, On nonlinear Black-Scholes equations, «NONLINEAR ANALYSIS AND DIFFERENTIAL EQUATIONS», 2013, 1, pp. 75 - 81 [articolo]
R. Agliardi, Option pricing under generalized Lévy processes with state dependent parameters and the volatility surface, «APPLIED MATHEMATICAL SCIENCES», 2013, 7, pp. 1711 - 1720 [articolo]
Agliardi R., A comprehensive mathematical approach to exotic option pricing, «MATHEMATICAL METHODS IN THE APPLIED SCIENCES», 2012, 35, pp. 1256 - 1268 [articolo]
R. Agliardi; P. Popivanov; A. Slavova, A general framework for some economic problems with uncertainty and exogenous barriers, «ECONOMIC MODELLING», 2012, 29, pp. 2320 - 2324 [articolo]
E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou, A new country risk index for emerging markets: a stochastic dominance approach, «JOURNAL OF EMPIRICAL FINANCE», 2012, 19, pp. 741 - 761 [articolo]
R. Agliardi; P. Popivanov; A. Slavova, Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach, in: Risk management. Current issues and challenges, RIJEKA, Intechopen.com, 2012, pp. 31 - 54 [capitolo di libro]
R. Agliardi, A comprehensive option pricing formula in a Lévy framework, in: Proceedings XVII Meeting on Risk Theory, TRICASE (LE), Libellula Edizioni, 2011, pp. 7 - 18 [capitolo di libro]
Agliardi R., A comprehensive structural model for defaultable fixed-income bonds, «QUANTITATIVE FINANCE», 2011, 11, pp. 749 - 762 [articolo]
Agliardi R., A general method for pricing European exotic options under Lévy processes, «INTERNATIONAL JOURNAL OF FINANCIAL MARKETS AND DERIVATIVES», 2011, 2, pp. 209 - 222 [articolo]
E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou, A stochastic dominance approach to sovereign risk, in: Proceedings XVIII Conference on Actuarial Risk Theory, CAMPOBASSO, E. Badolati, 2011, pp. 7 - 20 [capitolo di libro]
