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Gaudenzi, Marcellino

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Author ID: gaudenzi.marcellino Recent zbMATH articles by "Gaudenzi, Marcellino"
Published as: Gaudenzi, Marcellino; Gaudenzi, M.
Documents Indexed: 36 Publications since 1987
Co-Authors: 14 Co-Authors with 25 Joint Publications
229 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 123 times in 92 Documents Cited by Year
An example of a superlinear problem with multiple positive solutions. Zbl 1221.34057
Gaudenzi, M.; Habets, P.; Zanolin, Fabio
21
2003
A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022
Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
19
2004
An efficient binomial method for pricing American options. Zbl 1040.91047
Gaudenzi, Marcellino; Pressacco, Flavio
9
2003
Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046
Gaudenzi, M.; Habets, P.; Zanolin, F.
9
2003
The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571
Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta
8
2010
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167
Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino
7
2009
Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045
Gaudenzi, M.; Habets, P.; Zanolin, F.
7
2002
On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043
Gaudenzi, Marcellino
5
1990
New insights on testing the efficiency of methods of pricing and hedging American options. Zbl 1137.91469
Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
5
2008
Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153
Gaudenzi, Marcellino; Zanette, Antonino
4
2009
Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200
Gaudenzi, Marcellino; Lepellere, Maria Antonietta
4
2006
On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066
Gaudenzi, Marcellino
4
1998
On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030
Gaudenzi, Marcellino
3
1987
On the solvability of \(n\)-th order boundary value problems between two eigenvalues. Zbl 0762.34007
Gaudenzi, Marcellino; Zanolin, Fabio
3
1992
A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016
Andres, J.; Gaudenzi, M.; Zanolin, F.
3
1990
Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011
Habets, Patrick; Gaudenzi, Marcellino
2
1999
On the comparison of the \(m\)-th eigenvalue for the equation \(Ly+\lambda q(x)y=0\). Zbl 0749.34048
Gaudenzi, Marcellino
2
1991
Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025
Gaudenzi, Marcellino
1
1994
Fučík spectrum for a third order equation. Zbl 0855.34096
Gaudenzi, Marcellino; Habets, Patrick
1
1996
A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284
Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
1
2016
Pricing cliquet options by tree methods. Zbl 1214.91133
Gaudenzi, Marcellino; Zanette, Antonino
1
2011
On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011
Gaudenzi, Marcellino
1
1998
Counting paths on a chessboard with a barrier. Zbl 1227.05039
Gaudenzi, Marcellino
1
2010
The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153
Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino
1
2014
Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031
Gaudenzi, M.
1
1993
A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284
Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
1
2016
The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153
Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino
1
2014
Pricing cliquet options by tree methods. Zbl 1214.91133
Gaudenzi, Marcellino; Zanette, Antonino
1
2011
The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571
Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta
8
2010
Counting paths on a chessboard with a barrier. Zbl 1227.05039
Gaudenzi, Marcellino
1
2010
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167
Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino
7
2009
Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153
Gaudenzi, Marcellino; Zanette, Antonino
4
2009
New insights on testing the efficiency of methods of pricing and hedging American options. Zbl 1137.91469
Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura
5
2008
Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200
Gaudenzi, Marcellino; Lepellere, Maria Antonietta
4
2006
A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022
Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
19
2004
An example of a superlinear problem with multiple positive solutions. Zbl 1221.34057
Gaudenzi, M.; Habets, P.; Zanolin, Fabio
21
2003
An efficient binomial method for pricing American options. Zbl 1040.91047
Gaudenzi, Marcellino; Pressacco, Flavio
9
2003
Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046
Gaudenzi, M.; Habets, P.; Zanolin, F.
9
2003
Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045
Gaudenzi, M.; Habets, P.; Zanolin, F.
7
2002
Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011
Habets, Patrick; Gaudenzi, Marcellino
2
1999
On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066
Gaudenzi, Marcellino
4
1998
On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011
Gaudenzi, Marcellino
1
1998
Fučík spectrum for a third order equation. Zbl 0855.34096
Gaudenzi, Marcellino; Habets, Patrick
1
1996
Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025
Gaudenzi, Marcellino
1
1994
Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031
Gaudenzi, M.
1
1993
On the solvability of \(n\)-th order boundary value problems between two eigenvalues. Zbl 0762.34007
Gaudenzi, Marcellino; Zanolin, Fabio
3
1992
On the comparison of the \(m\)-th eigenvalue for the equation \(Ly+\lambda q(x)y=0\). Zbl 0749.34048
Gaudenzi, Marcellino
2
1991
On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043
Gaudenzi, Marcellino
5
1990
A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016
Andres, J.; Gaudenzi, M.; Zanolin, F.
3
1990
On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030
Gaudenzi, Marcellino
3
1987
all top 5

Cited by 107 Authors

13 Gaudenzi, Marcellino
10 Boscaggin, Alberto
10 Feltrin, Guglielmo
8 Zanette, Antonino
7 Zanolin, Fabio
4 Došlá, Zuzana
4 Gil’, Michael Iosif
4 Marini, Mauro
4 Sovrano, Elisa
3 Cecchi, Mariella
3 Costabile, Massimo
3 Gomes, José Maria
3 Habets, Patrick
3 Massabó, Ivar
3 Matucci, Serena
3 Parand, Kourosh
3 Rad, Jamal Amani
3 Russo, Emilio
3 Tellini, Andrea
2 Abbasbandy, Saeid
2 Andres, Jan
2 Bonheure, Denis
2 López-Gómez, Julián
2 Sanchez, Luís
2 Tanaka, Satoshi
1 Agarwal, Ravi P.
1 Almenar, Pedro
1 Anderson, Douglas Robert
1 Appolloni, Elisa
1 Ballestra, Luca Vincenzo
1 Barutello, Vivina L.
1 Bo, Xiaomeng
1 Briani, Maya
1 Bufalo, Michele
1 Cabada, Alberto
1 Caramellino, Lucia
1 Chiu, Chun-Yuan
1 Chockalingam, Arunachalam
1 Chu, Jifeng
1 Dai, Tian-Shyr
1 Dambrosio, Walter
1 Davis, John M.
1 De Angelis, Paolo
1 De Rossi, Giulia
1 Enguiça, Ricardo Roque
1 Fan, Ning
1 Fencl, Martin
1 Feng, Haolin
1 Gan, Guojun
1 Garrione, Maurizio
1 Girão, Pedro Martins
1 Golbabai, Ahmad
1 Górniewicz, Lech
1 He, Xinjiang
1 He, Xubiao
1 He, Zhiqian
1 Hsu, William Wei-Yuan
1 Infante, Gennaro
1 Jódar Sanchez, Lucas Antonio
1 Jourdain, Benjamin
1 Kiguradze, Ivan Tarielovich
1 Kim, Hongjoong
1 Kirichuka, A.
1 Korn, Ralf
1 Kudryavtsev, Oleg
1 Leduc, Guillaume
1 Lee, Eunkyoung
1 Lepellere, Maria Antonietta
1 Li, Minqiang
1 Li, Yanxiong
1 Lin, Sha
1 Liu, Qihuai
1 Liu, Wenye
1 Lyuu, Yuh-Dauh
1 Ma, To Fu
1 Martire, Antonio Luciano
1 Mawhin, Jean L.
1 Miao, Liangying
1 Mohebianfar, Ehsan
1 Moon, Kyoung-Sook
1 Nielsen, Jørgen Aase
1 Orlando, Giuseppe
1 Papini, Duccio
1 Pireddu, Marina
1 Pressacco, Flavio
1 Sadyrbaev, Felix Zh.
1 Sandmann, Klaus
1 Schlögl, Erik
1 Silvestrov, Dmitrii
1 Staino, Alessandro
1 Temocin, Busra Zeynep
1 Terenzi, Giulia
1 Tojo, F. Adrián F.
1 Torres, Pedro José
1 Vargiolu, Tiziano
1 Vellekoop, Michel H.
1 Verzini, Gianmaria
1 Vidossich, Giovanni
1 Villari, Gabriele
1 Wang, Jiayue
...and 7 more Authors
all top 5

Cited in 46 Serials

11 Journal of Differential Equations
9 Journal of Mathematical Analysis and Applications
5 Journal of Computational and Applied Mathematics
4 Annali di Matematica Pura ed Applicata. Serie Quarta
4 Applied Mathematics and Computation
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Insurance Mathematics & Economics
3 Decisions in Economics and Finance
2 Nonlinearity
2 Results in Mathematics
2 European Journal of Operational Research
2 International Journal of Theoretical and Applied Finance
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 Advanced Nonlinear Studies
2 Computational Management Science
2 Boundary Value Problems
1 Journal of Mathematical Biology
1 Rocky Mountain Journal of Mathematics
1 Ukrainian Mathematical Journal
1 Czechoslovak Mathematical Journal
1 Rendiconti dell’Istituto di Matematica dell’Università di Trieste
1 SIAM Journal on Numerical Analysis
1 Transactions of the American Mathematical Society
1 Stochastic Analysis and Applications
1 Bulletin of the Iranian Mathematical Society
1 Communications in Statistics. Theory and Methods
1 Journal of Dynamics and Differential Equations
1 Discrete and Continuous Dynamical Systems
1 Abstract and Applied Analysis
1 Communications in Nonlinear Science and Numerical Simulation
1 Communications in Contemporary Mathematics
1 Differential Equations
1 Journal of Systems Science and Complexity
1 Proceedings of the National Academy of Sciences, India. Section A. Physical Sciences
1 Communications on Pure and Applied Analysis
1 North American Actuarial Journal
1 Review of Derivatives Research
1 Fixed Point Theory and Applications
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 International Journal of Differential Equations
1 European Actuarial Journal
1 Nonlinear Analysis. Theory, Methods & Applications
1 AIMS Mathematics
1 SN Partial Differential Equations and Applications

Citations by Year