Rossella Agliardi

According to our database, Rossella Agliardi authored at least 9 papers between 2003 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

The Effect of Vertical Relationships on Investment Timing.

Dimitrios Zormpas, Rossella Agliardi

IGTR, 2021

2016

Modeling uncertainty in limit order execution.

Rossella Agliardi

Commun. Nonlinear Sci. Numer. Simul., 2016

2011

Bond pricing under imprecise information.

Elettra Agliardi, Rossella Agliardi

Oper. Res., 2011

An application of fuzzy methods to evaluate a patent under the chance of litigation.

Elettra Agliardi, Rossella Agliardi

Expert Syst. Appl., 2011

Option pricing under some Lévy-like stochastic processes.

Rossella Agliardi

Appl. Math. Lett., 2011

2009

Fuzzy defaultable bonds.

Elettra Agliardi, Rossella Agliardi

Fuzzy Sets Syst., 2009

The quintessential option pricing formula under Lévy processes.

Rossella Agliardi

Appl. Math. Lett., 2009

2007

Options to expand and to contract in combination.

Rossella Agliardi

Appl. Math. Lett., 2007

2003

A generalization of the Geske formula for compound options.

Elettra Agliardi, Rossella Agliardi

Math. Soc. Sci., 2003