4. Mathematics
  5. Analysis of PDEs

Simone Scotti

Mathematics – Analysis of PDEs

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Asset Pricing under uncertainty

Economy – Quantitative Finance – Pricing of Securities
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Errors Theory using Dirichlet Forms, Linear Partial Differential Equations and Wavelets

Mathematics – Analysis of PDEs
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Perturbative Approach on Financial Markets

Economy – Quantitative Finance – Pricing of Securities
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Risk Premium Impact in the Perturbative Black Scholes Model

Economy – Quantitative Finance – Pricing of Securities
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The impact of uncertainties on the pricing of contingent claims

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-231544

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