C. Sgarra
发表
Gaetano Fileccia,
C. Sgarra,
2018
.
Carlo Sgarra,
Emanuela Rosazza Gianin,
C. Sgarra,
2013
.
S. Scotti,
C. Sgarra,
G. Callegaro,
2015
.
G. Bernis,
S. Scotti,
C. Sgarra,
2020,
Mathematics and Financial Economics.
E. Miglio,
C. Sgarra,
2011
.
Gaetano Fileccia,
C. Sgarra,
2015
.
Gaetano Fileccia,
C. Sgarra,
2015
.
F. Hubalek,
C. Sgarra,
2006
.
C. Sgarra,
Emanuela Rosazza Gianin,
2013
.
Salimeh Yasaei Sekeh,
Franco Pellerey,
Fabio Bellini,
2012,
J. Appl. Probab..
C. Sgarra,
Fabio Bellini,
2012
.
C. Sgarra,
R. Brignone,
2019,
Annals of Finance.
C. Sgarra,
L. Gonzato,
2020,
SSRN Electronic Journal.
Friedrich Hubalek,
Martin Keller-Ressel,
Carlo Sgarra,
2014,
1407.2514.
On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps
Friedrich Hubalek,
Carlo Sgarra,
F. Hubalek,
2011,
J. Comput. Appl. Math..
C. Sgarra,
M. Vianello,
1997
.
Luca Vincenzo Ballestra,
Carlo Sgarra,
C. Sgarra,
2010,
Comput. Math. Appl..
Giorgia Callegaro,
Carlo Sgarra,
Andrea Mazzoran,
2019,
Applied Stochastic Models in Business and Industry.
Chunhua Ma,
Simone Scotti,
Carlo Sgarra,
2019,
Energy Economics.
Carlo Sgarra,
C. Sgarra,
F. Benth,
2009
.
I. David Abrahams,
Gianluca Fusai,
Carlo Sgarra,
2006,
Finance Stochastics.
Numerical analysis of a shock-wave solution of the Enskog equation obtained via a Monte Carlo method
C. Sgarra,
A. Frezzotti,
1993
.
On the relation between the scattering kernel and the standard formulation of the Boltzmann equation
C. Cercignani,
C. Sgarra,
M. Lampis,
1988
.
C. Cercignani,
C. Sgarra,
M. Lampis,
1988
.
C. Sgarra,
E. Salinelli,
2011
.
C. Sgarra,
E. Salinelli,
2005
.
C. Cercignani,
C. Sgarra,
A. Frezzotti,
1995
.
C. Sgarra,
D. Marazzina,
Andrea Cosso,
2015
.
C. Sgarra,
M. Vianello,
1997
.
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets.
C. Sgarra,
F. Benth,
2021,
SSRN Electronic Journal.