Attalienti, Antonio; Bufalo, Michele Expected vs. real transaction costs in European option pricing. (English) Zbl 1519.91253 Discrete Contin. Dyn. Syst., Ser. S 15, No. 12, 3517-3539 (2022). MSC: 91G20 91G30 60G46 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{M. Bufalo}, Discrete Contin. Dyn. Syst., Ser. S 15, No. 12, 3517--3539 (2022; Zbl 1519.91253) Full Text: DOI
Attalienti, Antonio; Bufalo, Michele Option pricing formulas under a change of numèraire. (English) Zbl 1444.91205 Opusc. Math. 40, No. 4, 451-473 (2020). MSC: 91G20 60G46 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{M. Bufalo}, Opusc. Math. 40, No. 4, 451--473 (2020; Zbl 1444.91205) Full Text: DOI
Attalienti, Antonio; Raşa, Ioan The eigenstructure of some positive linear operators. (English) Zbl 1389.41027 Rev. Anal. Numér. Théor. Approx. 43, No. 1, 45-58 (2014). MSC: 41A36 47D06 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{I. Raşa}, Rev. Anal. Numér. Théor. Approx. 43, No. 1, 45--58 (2014; Zbl 1389.41027)
Attalienti, Antonio; Mininni, Rosa Maria; Rasa, Ioan Gamma-type operators and the Black-Scholes semigroup. (English) Zbl 1215.41008 J. Approx. Theory 163, No. 2, 163-182 (2011). Reviewer: Vijay Gupta (New Delhi) MSC: 41A35 47D06 PDFBibTeX XMLCite \textit{A. Attalienti} et al., J. Approx. Theory 163, No. 2, 163--182 (2011; Zbl 1215.41008) Full Text: DOI
Attalienti, Antonio; Rasa, Ioan Overiterated linear operators and asymptotic behaviour of semigroups. (English) Zbl 1179.41021 Mediterr. J. Math. 5, No. 3, 315-324 (2008). MSC: 41A35 47D06 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{I. Rasa}, Mediterr. J. Math. 5, No. 3, 315--324 (2008; Zbl 1179.41021) Full Text: DOI
Attalienti, Antonio; Rasa, Ioan Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black–Scholes operator. (English) Zbl 1174.47037 Czech. Math. J. 58, No. 2, 457-467 (2008). MSC: 47D06 47E05 41A35 41A36 47N10 91B28 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{I. Rasa}, Czech. Math. J. 58, No. 2, 457--467 (2008; Zbl 1174.47037) Full Text: DOI EuDML Link
Attalienti, Antonio; Raşa, Ioan Total positivity: an application to positive linear operators and to their limiting semigroups. (English) Zbl 1174.41018 Rev. Anal. Numér. Théor. Approx. 36, No. 1, 51-66 (2007). Reviewer: Zoltán Finta (Cluj-Napoca) MSC: 41A36 47D06 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{I. Raşa}, Rev. Anal. Numér. Théor. Approx. 36, No. 1, 51--66 (2007; Zbl 1174.41018)
Attalienti, Antonio; Raşa, Ioan Asymptotic behaviour of \(C_0\)-semigroups. (English) Zbl 1127.47040 Agratini, Octavian (ed.) et al., Proceedings of the international conference on numerical analysis and approximation theory, Cluj-Napoca, Romania, July 4–8, 2006. Cluj-Napoca: Casa Cărţii de Ştiinţă (ISBN 973-686-961-X/hbk). 127-130 (2006). Reviewer: Andras Batkai (Roma) MSC: 47D06 41A36 47A58 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{I. Raşa}, in: Proceedings of the international conference on numerical analysis and approximation theory, Cluj-Napoca, Romania, July 4--8, 2006. Cluj-Napoca: Casa Cărţii de Ştiinţă. 127--130 (2006; Zbl 1127.47040)
Attalienti, Antonio; Campiti, Michele Semigroups generated by ordinary differential operators in \(L^1(I)\). (English) Zbl 1107.47302 Positivity 8, No. 1, 11-30 (2004). MSC: 47D06 47E05 34B05 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{M. Campiti}, Positivity 8, No. 1, 11--30 (2004; Zbl 1107.47302) Full Text: DOI
Altomare, Francesco; Attalienti, Antonio Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black–Scholes equation. II. (English) Zbl 1059.47045 Result. Math. 42, No. 3-4, 212-228 (2002). Reviewer: Mark A. Petersen (Potchefstroom) MSC: 47D06 47D07 60J60 47E05 47N10 91B28 PDFBibTeX XMLCite \textit{F. Altomare} and \textit{A. Attalienti}, Result. Math. 42, No. 3--4, 212--228 (2002; Zbl 1059.47045) Full Text: DOI
Altomare, Francesco; Attalienti, Antonio Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black–Scholes equation. I. (English) Zbl 1059.47044 Result. Math. 42, No. 3-4, 193-211 (2002). Reviewer: Mark A. Petersen (Potchefstroom) MSC: 47D06 47D07 60J60 47N10 91B28 47E05 PDFBibTeX XMLCite \textit{F. Altomare} and \textit{A. Attalienti}, Result. Math. 42, No. 3--4, 193--211 (2002; Zbl 1059.47044) Full Text: DOI
Attalienti, Antonio; Campiti, Michele Bernstein-type operators on the half line. (English) Zbl 1015.41014 Czech. Math. J. 52, No. 4, 851-860 (2002). MSC: 41A36 41A10 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{M. Campiti}, Czech. Math. J. 52, No. 4, 851--860 (2002; Zbl 1015.41014) Full Text: DOI EuDML
Attalienti, Antonio; Campiti, Michele Degenerate evolution problems and Beta-type operators. (English) Zbl 0987.41009 Stud. Math. 140, No. 2, 117-139 (2000). Reviewer: Thanh Van Nguyen (Toulouse) MSC: 41A36 47E05 34A45 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{M. Campiti}, Stud. Math. 140, No. 2, 117--139 (2000; Zbl 0987.41009) Full Text: EuDML
Attalienti, Antonio Generalized Bernstein-Durrmeyer operators and the associated limit semigroup. (English) Zbl 0935.41020 J. Approximation Theory 99, No. 2, 289-309 (1999). Reviewer: D.Leviatan (Tel Aviv) MSC: 41A36 41A25 41A35 PDFBibTeX XMLCite \textit{A. Attalienti}, J. Approx. Theory 99, No. 2, 289--309 (1999; Zbl 0935.41020) Full Text: DOI
Altomare, Francesco; Attalienti, Antonio Forward diffusion equations and positive operators. (English) Zbl 0871.41016 Math. Z. 225, No. 2, 211-229 (1997). MSC: 41A40 47D06 35K65 PDFBibTeX XMLCite \textit{F. Altomare} and \textit{A. Attalienti}, Math. Z. 225, No. 2, 211--229 (1997; Zbl 0871.41016) Full Text: DOI
Attalienti, Antonio; Romanelli, Silvia On some classes of analytic semigroups on \(C([a,b])\) related to \(R\) or \(\Gamma\)-admissible mappings. (English) Zbl 0818.47036 Ferreyra, Guillermo (ed.) et al., Evolution equations. International conference, Louisiana State Univ., Baton Rouge, LA, January 7-11, 1992. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 168, 29-34 (1994). MSC: 47D06 47E05 PDFBibTeX XMLCite \textit{A. Attalienti} and \textit{S. Romanelli}, Lect. Notes Pure Appl. Math. 168, 29--34 (1994; Zbl 0818.47036)
Attalienti, Antonio Uniqueness subspaces and Stone-Weierstrass theorems for adapted spaces. (English) Zbl 0808.46031 Math. Jap. 39, No. 2, 291-304 (1994). MSC: 46E10 46E25 PDFBibTeX XMLCite \textit{A. Attalienti}, Math. Japon. 39, No. 2, 291--304 (1994; Zbl 0808.46031)