Graziella Pacelli

According to our database, Graziella Pacelli authored at least 4 papers between 2008 and 2015.

Collaborative distances:

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

2015

Computing survival probabilities based on stochastic differential models.

Alessandro Andreoli, Luca Vincenzo Ballestra, Graziella Pacelli

J. Comput. Appl. Math., 2015

2014

Stability Switches and Bifurcation Analysis of a Time Delay Model for the Diffusion of a New Technology.

Luca Vincenzo Ballestra, Luca Guerrini, Graziella Pacelli

Int. J. Bifurc. Chaos, 2014

2011

A boundary element method to price time-dependent double barrier options.

Luca Vincenzo Ballestra, Graziella Pacelli

Appl. Math. Comput., 2011

2008

Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory.

Francesca Mariani, Graziella Pacelli, Francesco Zirilli

Optim. Lett., 2008