Bernardo D’Auria
- Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
2012/07/02 by Jonatha Anselmi, Bernardo D’Auria, Bernardo D'Auria +4 · 1 citation
Business, Management and Accounting · Computer Science · Engineering · Mathematics · #60K25 #68M20 #90B15 #Advanced Queuing Theory Analysis #Advanced Wireless Network Optimization #FOS: Mathematics #Network Traffic and Congestion Control #Probability (math.PR) #math.PR #msc:60K25 #msc:68M20 #msc:90B15
- Before and after default: information and optimal portfolio via anticipating calculus
2022/07/05 by José Antonio Salmerón, Salmerón, José A., Giulia Di Nunno +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G44 #60H0 #93E20 #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications