Alessandro Ramponi

According to our database, Alessandro Ramponi authored at least 8 papers between 2000 and 2026.

Collaborative distances:

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

2026

Credit risk for large portfolios of green and brown loans: Extending the ASRF model.

Alessandro Ramponi, Sergio Scarlatti

Commun. Nonlinear Sci. Numer. Simul., 2026

2025

A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data.

Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti

Math. Comput. Simul., 2025

2024

Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends.

Giovanna Ferraro, Alessandro Ramponi, Sergio Scarlatti

Technol. Anal. Strateg. Manag., August, 2024

2023

Wrong Way Risk corrections to CVA in CIR reduced-form models.

Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti

Comput. Manag. Sci., December, 2023

CVA in fractional and rough volatility models.

Elisa Alòs, Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti

Appl. Math. Comput., 2023

2022

Approximate value adjustments for European claims.

Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti

Eur. J. Oper. Res., 2022

2021

CVA and vulnerable options pricing by correlation expansions.

Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti

Ann. Oper. Res., 2021

2000

A new estimation method in modal analysis.

Piero Barone, Alessandro Ramponi

IEEE Trans. Signal Process., 2000