## Gaudenzi, Marcellino

Compute Distance To:
 Author ID: 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
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### Co-Authors

 11 single-authored 9 Habets, Patrick 8 Zanette, Antonino 7 Zanolin, Fabio 2 De Coster, Colette 2 Lepellere, Maria Antonietta 2 Pressacco, Flavio 1 Andres, Jan 1 Appolloni, Elisa 1 Costabile, Massimo 1 Madotto, Matteo 1 Massabó, Ivar 1 Vellekoop, Michel H. 1 Wei, Xiao 1 Ziani, Laura
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### Serials

 3 Rapport. Séminaire de Mathématique. Nouvelle Série 2 Journal of Differential Equations 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 2 Advanced Nonlinear Studies 2 Computational Management Science 1 Journal of Mathematical Analysis and Applications 1 Proceedings of the American Mathematical Society 1 Results in Mathematics 1 Rendiconti del Seminario Matematico 1 Insurance Mathematics & Economics 1 Differential and Integral Equations 1 Dynamic Systems and Applications 1 Atti del Seminario Matematico e Fisico dell’Università di Modena 1 European Journal of Operational Research 1 SIAM Journal on Mathematical Analysis 1 Topological Methods in Nonlinear Analysis 1 Bulletin of the Belgian Mathematical Society - Simon Stevin 1 Nonlinear World 1 Dynamics of Continuous, Discrete and Impulsive Systems 1 Differential Equations and Dynamical Systems 1 Communications on Pure and Applied Analysis 1 North American Actuarial Journal 1 Nonlinear Analysis. Hybrid Systems 1 SIAM Journal on Financial Mathematics 1 The Journal of Computational Finance 1 Nonlinear Analysis. Theory, Methods & Applications
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### Fields

 24 Ordinary differential equations (34-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Combinatorics (05-XX) 1 Approximations and expansions (41-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX)

### 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
2003
A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022
Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
2004
An efficient binomial method for pricing American options. Zbl 1040.91047
Gaudenzi, Marcellino; Pressacco, Flavio
2003
Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046
Gaudenzi, M.; Habets, P.; Zanolin, F.
2003
The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571
Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta
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
2009
Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045
Gaudenzi, M.; Habets, P.; Zanolin, F.
2002
On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043
Gaudenzi, Marcellino
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
2008
Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153
Gaudenzi, Marcellino; Zanette, Antonino
2009
Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200
Gaudenzi, Marcellino; Lepellere, Maria Antonietta
2006
On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066
Gaudenzi, Marcellino
1998
On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030
Gaudenzi, Marcellino
1987
On the solvability of $$n$$-th order boundary value problems between two eigenvalues. Zbl 0762.34007
Gaudenzi, Marcellino; Zanolin, Fabio
1992
A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016
Andres, J.; Gaudenzi, M.; Zanolin, F.
1990
Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011
Habets, Patrick; Gaudenzi, Marcellino
1999
On the comparison of the $$m$$-th eigenvalue for the equation $$Ly+\lambda q(x)y=0$$. Zbl 0749.34048
Gaudenzi, Marcellino
1991
Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025
Gaudenzi, Marcellino
1994
Fučík spectrum for a third order equation. Zbl 0855.34096
Gaudenzi, Marcellino; Habets, Patrick
1996
A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284
Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
2016
Pricing cliquet options by tree methods. Zbl 1214.91133
Gaudenzi, Marcellino; Zanette, Antonino
2011
On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011
Gaudenzi, Marcellino
1998
Counting paths on a chessboard with a barrier. Zbl 1227.05039
Gaudenzi, Marcellino
2010
The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153
Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino
2014
Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031
Gaudenzi, M.
1993
A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284
Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio
2016
The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153
Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino
2014
Pricing cliquet options by tree methods. Zbl 1214.91133
Gaudenzi, Marcellino; Zanette, Antonino
2011
The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571
Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta
2010
Counting paths on a chessboard with a barrier. Zbl 1227.05039
Gaudenzi, Marcellino
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
2009
Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153
Gaudenzi, Marcellino; Zanette, Antonino
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
2008
Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200
Gaudenzi, Marcellino; Lepellere, Maria Antonietta
2006
A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022
Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio
2004
An example of a superlinear problem with multiple positive solutions. Zbl 1221.34057
Gaudenzi, M.; Habets, P.; Zanolin, Fabio
2003
An efficient binomial method for pricing American options. Zbl 1040.91047
Gaudenzi, Marcellino; Pressacco, Flavio
2003
Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046
Gaudenzi, M.; Habets, P.; Zanolin, F.
2003
Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045
Gaudenzi, M.; Habets, P.; Zanolin, F.
2002
Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011
Habets, Patrick; Gaudenzi, Marcellino
1999
On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066
Gaudenzi, Marcellino
1998
On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011
Gaudenzi, Marcellino
1998
Fučík spectrum for a third order equation. Zbl 0855.34096
Gaudenzi, Marcellino; Habets, Patrick
1996
Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025
Gaudenzi, Marcellino
1994
Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031
Gaudenzi, M.
1993
On the solvability of $$n$$-th order boundary value problems between two eigenvalues. Zbl 0762.34007
Gaudenzi, Marcellino; Zanolin, Fabio
1992
On the comparison of the $$m$$-th eigenvalue for the equation $$Ly+\lambda q(x)y=0$$. Zbl 0749.34048
Gaudenzi, Marcellino
1991
On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043
Gaudenzi, Marcellino
1990
A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016
Andres, J.; Gaudenzi, M.; Zanolin, F.
1990
On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030
Gaudenzi, Marcellino
1987
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### 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
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### 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
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### Cited in 17 Fields

 52 Ordinary differential equations (34-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Operator theory (47-XX) 12 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 8 Partial differential equations (35-XX) 4 Statistics (62-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Biology and other natural sciences (92-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Operations research, mathematical programming (90-XX)