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Disambiguation of "Marazzina, Daniele"

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Asset management, High Water Mark and flow of funds.

, and . Oper. Res. Lett., 44 (5): 607-611 (2016)

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Daniele Soroldoni

Daniele Silvestro

Daniele Palmisano

Daniele Martini

Daniele Suzzi

 

Other publications of authors with the same name

Asset management, High Water Mark and flow of funds., and . Oper. Res. Lett., 44 (5): 607-611 (2016)Pricing Discretely Monitored Asian Options by Maturity Randomization., , and . SIAM J. Financial Math., 2 (1): 383-403 (2011)Health insurance, portfolio choice, and retirement incentives., , and . Eur. J. Oper. Res., 307 (2): 910-921 (June 2023)Optimal impulse control of a portfolio with a fixed transaction cost., and . Central Eur. J. Oper. Res., 22 (2): 355-372 (2014)Integrated structural approach to Credit Value Adjustment., , and . Eur. J. Oper. Res., 272 (3): 1143-1157 (2019)On the application of Wishart process to the pricing of equity derivatives: the multi-asset case., and . Comput. Manag. Sci., 18 (2): 149-176 (2021)Corrigendum to 'Optimal investment, stochastic labor income and retirement' Applied Mathematics and Computation 218 (2012) 5588-5604., and . Appl. Math. Comput., 218 (11): 6627 (2012)Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options., , and . Eur. J. Oper. Res., 251 (1): 124-134 (2016)Pricing exotic derivatives exploiting structure., , and . Eur. J. Oper. Res., 236 (1): 369-381 (2014)Option pricing, maturity randomization and distributed computing., , and . Parallel Comput., 36 (7): 403-414 (2010)