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researcher

A. Pascucci

9 papers hereh-index 241.9k citations116 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author2
  • last author5

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.AP2
  • q-fin.CP1
  • q-fin.MF1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedOptimal Schauder estimates for kinetic Kolmogorov equations with time measurable coefficients

10 citations · 12 across the 5 of their papers we have counts for

collaborators
Showing 2009Show all

1 paper · 1 filter

math.AP2009

Obstacle problem for Arithmetic Asian options

Laura Monti, Andrea Pascucci

We prove existence, regularity and a Feynman-Kač representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the A…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.