Sfoglia per Autore
Gain saturation in free-electron lasers
1992-01-01 Dattoli, G; Mari, Carlo
Formal Quantum Theory of Electronic Rays
1992-01-01 Dattoli, G; Mari, Carlo
Remarks on phase-space formalism and beam transport
1992-01-01 Dattoli, Giuseppe; Mari, Carlo; Torre, Amalia
A simplified version of the Cayley-Hamilton theorem and exponential forms of the 2X2 and 3X3 matrices
1993-01-01 Dattoli, G; Mari, Carlo; Torre, A.
Introduction to beam-beam effects
1994-01-01 Mais, H; Mari, Carlo
Pricing nominal and real bonds by no-arbitrage based models
1996-01-01 Mari, Carlo
Making the CIR model consistent with arbitrary initial term structures: a perturbative approach
1999-01-01 Mari, Carlo
Pricing implicit options in bank loans
2000-01-01 Andrea, Consiglio; Massimo, Costabile; Mari, Carlo; Ivar, Massabò
La valutazione di opzioni implicite nei mutui bancari
2001-01-01 Mari, Carlo; Consiglio, A.; Costabile, M.; Massabo', I.
Sul rischio di credito nei mutui bancari
2001-01-01 Mari, Carlo; Consiglio, A.
Extending the CIR model in the affine class
2002-01-01 Mari, Carlo; Renò, R.
Single factor models with markovian spot interest rate: an analytical treatment
2003-01-01 Mari, Carlo
Editorial proceedings of the 5th Workshop in Quantitative Finance
2004-01-01 Berardi, A; Mari, Carlo
A two-regime jump-diffusion model of electricity prices
2005-01-01 Mari, Carlo
Credit risk analysis of mortgage loans: an application to the Italian market
2005-01-01 Mari, Carlo; Reno', R.
An excitable stochastic model of electricity prices dynamics.
2006-01-01 DE SANCTIS, Angela Anna; Mari, Carlo
An excitable stochastic model of electricity prices dynamics
2006-01-01 DE SANCTIS, Angela Anna; Mari, Carlo
Arbitrary initial term structure within the CIR model: a perturbative solution
2006-01-01 Mari, Carlo; Reno', R.
Regime-switching characterization of electricity prices dynamics
2006-01-01 Mari, Carlo
Modeling spikes in electricity markets using excitable dynamics
2007-01-01 DE SANCTIS, Angela Anna; Mari, Carlo
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