Publication
- [2003]
- M. Adamo, A.L. Amadori, M. Bernaschi, C. La Chioma, A. Marigo, B. Piccoli, S. Sbaraglia, A. Uboldi,
D. Vergni:
Optimal Strategies for the Issuance of Public Debt Securities,
to be published in International Journal of Theoretical and Applied
Finance, 2003;
- [2004]
- A.L. Amadori, K. H. Karlsen, C. La Chioma:
Nonlinear degenerate integro--partial differential evolution equations related to geometric Lévy
processes and applications to backward stochastic differential equations
GSSR 76(2) April 2004, pp. 147-177;
- M. Briani, C. La Chioma, R. Natalini:
Convergence of Numerical Schemes for Viscosity Solutions to Integro-differential Degenerate Parabolic
Problems arising in Financial Theory,
published on line in Numerische Mathematik, August 6th 2004.
Preprint
- C. La Chioma, B. Piccoli: Heath--Jarrow--Morton interest rate dynamics and approximately consistent
forward rate curves, submitted to Mathematical Finance
.