Foto del docente

Rossella Agliardi

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences

Publications

Agliardi R.; Zanghirati L., The Cauchy problem for nonlinear p-hyperbolic equations, in: Abstracts of the International Conference Dedicated to the Centennial Anniversary of Lev Semenovic Pontryagin, Mosca 17-19 giugno 2008, MOSCA, s.n, 2008, pp. 25 - 26 (atti di: International Conference Dedicated to the Centennial Anniversary of Lev Semenovic Pontryagin, Mosca, 17-19 giugno 2008) [Abstract]

R. Agliardi, A mathematical analysis of real options interactions, in: Studies in Simulation and Modelling, -, WSEAS Press, 2007, pp. 171 - 176 [Chapter or essay]

Agliardi R., Options to expand and to contract in combination, «APPLIED MATHEMATICS LETTERS», 2007, 20(7), pp. 790 - 794 [Scientific article]

Agliardi R., Some applications of a closed-form solution for compound options of order N, in: Hyperbolic Problems and Regularity Questions, BASEL, Birkhauser, 2007, pp. 1 - 6 (atti di: "Partial Differential Equations and Applications", Ferrara, 31 marzo - 3 aprile 2005) [Contribution to conference proceedings]

Agliardi R., Options to expand:some remarks, «FINANCE RESEARCH LETTERS», 2006, 3, pp. 65 - 72 [Scientific article]

E. Agliardi; Agliardi R., A CLOSED-FORM SOLUTION FOR MULTICOMPOUND OPTIONS, «RISK LETTERS», 2005, 1, pp. 2 - 7 [Scientific article]

Agliardi R., Gevrey classes and p-evolution equations, «ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS», 2005, 17, pp. 121 - 126 [Scientific article]

E. Agliardi; Agliardi R., Executive Compensation and incentives with hybrid options: a note, «FINANCE LETTERS», 2004, 2, pp. 48 - 54 [Scientific article]

Cicognani M.; Agliardi R., Operators of $p$-evolution with non regular coefficients in the time variable, «JOURNAL OF DIFFERENTIAL EQUATIONS», 2004, 202, pp. 143 - 157 [Scientific article]

M. Cicognani; R. Agliardi, The Cauchy problem for a class of Kovalevskian pseudo-differential operators., «PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY», 2004, 132, pp. 841 - 845 [Scientific article]

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