Concepedia
Statistics
Publications
9
Citations
220
H-Index
Active since
1990
Affiliations
University of Rome Tor Vergata(Current)
University of L'Aquila
Istituto per le Applicazioni del Calcolo Mauro Picone
Alessandro Ramponi is an author at University of Rome Tor Vergata specializing in business, engineering, and asset pricing.
Top concepts
BusinessEngineeringAsset PricingOption PricingFinanceProbabilityNumerical AnalysisStochastic VolatilityAsthmaFintech
Publications per year
1990–2022
FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS
Alessandro Ramponi · International Journal of Theoretical and Applied Finance · 2012 · 42 citations
Option Pricing, Engineering, Asset Pricing +12
On the numerical inversion of the Laplace transform for nuclear magnetic resonance relaxometry
Piero Barone, Alessandro Ramponi, Giovanni V. Sebastiani · Inverse Problems · 2001 · 40 citations
Exchange option pricing under stochastic volatility: a correlation expansion
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti · Review of Derivatives Research · 2009 · 39 citations · Full text
Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +8
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends
Giovanna Ferraro, Alessandro Ramponi, Sergio Scarlatti · Technology Analysis and Strategic Management · 2022 · 27 citations
Technological Paradigm, Smart Manufacturing, Sustainable Innovation +25
A note on the complex roots of complex random polynomials
Alessandro Ramponi · Statistics & Probability Letters · 1999 · 20 citations
Orthogonal Polynomial, Analytic Combinatorics, Probability Theory +2
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