Bernardo D'Auria

Journal of Applied Probability · 2010

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Bernardo D'Auria trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lothar Breuer
  2. Søren Asmussen
  3. Andreas E. Kyprianou
  4. Florin Avram

Papers from Bernardo D'Auria's perspective

Ordered by how strongly the researchers Bernardo D'Auria trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
  2. Russian and American put options under exponential phase-type Lévy models
  3. Fluctuations of spectrally negative Markov additive processes
  4. First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Journal of Applied Probability)
  5. Erlangian Approximations for Finite-Horizon Ruin Probabilities (ASTIN Bulletin: The Journal of the International Actuarial Association)
  6. ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME
  7. The estimation of phase-type related functionals using Markov chain Monte Carlo methods
  8. An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
  9. On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
  10. Matrix‐analytic Models and their Analysis

Their papers