Sergio Scarlatti

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2026 J jnl
Credit risk for large portfolios of green and brown loans: Extending the ASRF model.
Commun. Nonlinear Sci. Numer. Simul.
Alessandro Ramponi, Sergio Scarlatti
2025 J jnl
A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data.
Math. Comput. Simul.
Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti
2024 J jnl
Fintech meets Industry 4.0: a systematic literature review of recent developments and future trends.
Technol. Anal. Strateg. Manag.
Giovanna Ferraro, Alessandro Ramponi, Sergio Scarlatti
2023 J jnl
CVA in fractional and rough volatility models.
Appl. Math. Comput.
Elisa Alòs, Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
2023 J jnl
Wrong Way Risk corrections to CVA in CIR reduced-form models.
Comput. Manag. Sci.
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
2022 J jnl
Approximate value adjustments for European claims.
Eur. J. Oper. Res.
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
2021 J jnl
CVA and vulnerable options pricing by correlation expansions.
Ann. Oper. Res.
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti
2009 J jnl
Pricing options under stochastic volatility: a power series approach.
Finance Stochastics
Fabio Antonelli, Sergio Scarlatti
2008 J jnl
Discounted and finitely repeated minority games with public signals.
Math. Soc. Sci.
Jérôme Renault, Sergio Scarlatti, Marco Scarsini
2005 J jnl
A folk theorem for minority games.
Games Econ. Behav.
Jérôme Renault, Sergio Scarlatti, Marco Scarsini
1998 J jnl
A Variational Problem Arising from Speech Recognition.
SIAM J. Appl. Math.
Alain Trouvé, Mauro Piccioni, Sergio Scarlatti