Concepedia
Statistics
Publications
45
Citations
1.1K
H-Index
20
Active since
1997
Affiliations
University of Bologna(Current)
University of Washington Applied Physics Laboratory
École Polytechnique
University of Padua
University of Trieste
Andrea Pascucci is an author at University of Bologna specializing in stochastic processes, financial economics, and economics.
Publications per year
1997–2023
THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS
Andrea Pascucci, Sergio Polidoro · Communications in Contemporary Mathematics · 2004 · 77 citations · Full text
Natural Sciences, Computational Engineering, Dynamical Systems +14
Explicit implied volatilities for multifactor local-stochastic volatility models
Matthew Lorig, Stefano Pagliarani, Andrea Pascucci · Institutional Research Information System (University of Udine) · 2017 · 77 citations
Business, Economics, Finance +17
Free boundary and optimal stopping problems for American Asian options
Andrea Pascucci · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2007 · 53 citations
Business, Decision Sciences, Economics +15
Parametrix Approximation of Diffusion Transition Densities
Francesco Corielli, Paolo Foschi, Andrea Pascucci · SIAM Journal on Financial Mathematics · 2010 · 50 citations
Business, Finance, Derivatives +16
Analytical expansions for parabolic equations
Matthew Lorig, Stefano Pagliarani, Andrea Pascucci · Institutional Research Information System (University of Udine) · 2015 · 48 citations
Natural Sciences, Mathematics, Differential Equations +13
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