VITALI, Sebastiano Statistiche
VITALI, Sebastiano
Dipartimento di Scienze Economiche
A conservative discontinuous target volatility strategy
2017-01-01 Cirelli, Simone; Vitali, Sebastiano; Ortobelli Lozza, Sergio; Moriggia, Vittorio
Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints
2021-01-01 Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio
Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints
2019-01-01 Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano
Comparing stage-scenario with nodal formulation for multistage stochastic problems
2020-01-01 Vitali, S.; Dominguez, R.; Moriggia, V.
Esperienza erasmus: motivazioni e timori prima della partenza
2016-01-01 Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano
Evaluation of scenario reduction algorithms with nested distance
2020-01-01 Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio
Homogeneous self-dual methods for symmetric cones under uncertainty
2016-06-01 Alzalg, Baha; Maggioni, Francesca; Vitali, Sebastiano
Implied volatility and state price density estimation: arbitrage analysis
2017-01-01 Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek
Implied Volatility Surface Estimation via Quantile Regularization
2020-01-01 Maciak, Matúš; Pešta, Michal; Vitali, Sebastiano
Individual optimal pension allocation under stochastic dominance constraints
2018-01-01 Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano
Insights for stochastic dominance extension in a multistage framework
2021-01-01 Vitali, Sebastiano
Investment disputes and their explicit role in option market uncertainty and overall risk instability
2023-01-01 Drábek, Z.; Kopa, Milos; Maciak, M.; Pešta, M.; Vitali, Sebastiano
Laboratorio di informatica. Excel
2020-01-01 Moriggia, Vittorio; Vitali, Sebastiano
Long-term individual financial planning under stochastic dominance constraints
2020-01-01 Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano
L’esperienza ERASMUS: la valutazione degli studenti dell'Università di Bergamo
2015-01-01 Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano
Motivations and Expectations of Students’ Mobility Abroad: A Mapping Technique
2018-01-01 Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano
Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources
2021-01-01 Dominguez Martin, Maria Ruth; Vitali, Sebastiano
Multistage multivariate nested distance: An empirical analysis
2018-01-01 Vitali, Sebastiano
On the implied volatility extraction and the selection of suitable kernel
2015-06-01 Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Tichy, Tomas
On the pricing of illiquid options with Black-Scholes formula
2014-01-01 Tichy, Thomas; Kopa, Milos; Vitali, Sebastiano
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 1-gen-2017 | A conservative discontinuous target volatility strategy | Cirelli, Simone; Vitali, Sebastiano; Ortobelli Lozza, Sergio; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints | Domínguez, Ruth; Vitali, Sebastiano; Carrión, Miguel; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2019 | Benchmark Tracking Portfolio Problems with Stochastic Ordering Constraints | Cassader, Marco; Tichy, Tomas; Vitali, Sebastiano | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
| 1-gen-2020 | Comparing stage-scenario with nodal formulation for multistage stochastic problems | Vitali, S.; Dominguez, R.; Moriggia, V. | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2016 | Esperienza erasmus: motivazioni e timori prima della partenza | Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2020 | Evaluation of scenario reduction algorithms with nested distance | Horejšová, Markéta; Vitali, Sebastiano; Kopa, Miloš; Moriggia, Vittorio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-giu-2016 | Homogeneous self-dual methods for symmetric cones under uncertainty | Alzalg, Baha; Maggioni, Francesca; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2017 | Implied volatility and state price density estimation: arbitrage analysis | Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Hendrych, Radek | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2020 | Implied Volatility Surface Estimation via Quantile Regularization | Maciak, Matúš; Pešta, Michal; Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2018 | Individual optimal pension allocation under stochastic dominance constraints | Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2021 | Insights for stochastic dominance extension in a multistage framework | Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2023 | Investment disputes and their explicit role in option market uncertainty and overall risk instability | Drábek, Z.; Kopa, Milos; Maciak, M.; Pešta, M.; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2020 | Laboratorio di informatica. Excel | Moriggia, Vittorio; Vitali, Sebastiano | 1.3 Libri - Books::1.3.01 Monografie o trattati scientifici - Books | |
| 1-gen-2020 | Long-term individual financial planning under stochastic dominance constraints | Consigli, Giorgio; Moriggia, Vittorio; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2015 | L’esperienza ERASMUS: la valutazione degli studenti dell'Università di Bergamo | Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Motivations and Expectations of Students’ Mobility Abroad: A Mapping Technique | Caviezel, Valeria; Falzoni, Anna Maria; Vitali, Sebastiano | 1.2 Contributi in volume - Book chapters::1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays | |
| 1-gen-2021 | Multi-chronological hierarchical clustering to solve capacity expansion problems with renewable sources | Dominguez Martin, Maria Ruth; Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2018 | Multistage multivariate nested distance: An empirical analysis | Vitali, Sebastiano | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-giu-2015 | On the implied volatility extraction and the selection of suitable kernel | Kopa, Miloš; Vitali, Sebastiano; Tichý, Tomáš; Tichy, Tomas | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2014 | On the pricing of illiquid options with Black-Scholes formula | Tichy, Thomas; Kopa, Milos; Vitali, Sebastiano | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations |