Edit Profile (opens in new tab) Gaudenzi, Marcellino Compute Distance To: Compute 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 234 Co-Co-Authors all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 128 times in 96 Documents Cited by ▼ Year ▼ An example of a superlinear problem with multiple positive solutions. Zbl 1221.34057Gaudenzi, M.; Habets, P.; Zanolin, Fabio 21 2003 A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio 20 2004 An efficient binomial method for pricing American options. Zbl 1040.91047Gaudenzi, Marcellino; Pressacco, Flavio 10 2003 The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta 9 2010 Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046Gaudenzi, M.; Habets, P.; Zanolin, F. 9 2003 Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045Gaudenzi, M.; Habets, P.; Zanolin, F. 7 2002 Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino 7 2009 On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043Gaudenzi, Marcellino 5 1990 New insights on testing the efficiency of methods of pricing and hedging American options. Zbl 1137.91469Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura 5 2008 On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066Gaudenzi, Marcellino 4 1998 Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200Gaudenzi, Marcellino; Lepellere, Maria Antonietta 4 2006 Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153Gaudenzi, Marcellino; Zanette, Antonino 4 2009 On the solvability of \(n\)-th order boundary value problems between two eigenvalues. Zbl 0762.34007Gaudenzi, Marcellino; Zanolin, Fabio 3 1992 A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016Andres, J.; Gaudenzi, M.; Zanolin, F. 3 1990 On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030Gaudenzi, Marcellino 3 1987 On the comparison of the \(m\)-th eigenvalue for the equation \(Ly+\lambda q(x)y=0\). Zbl 0749.34048Gaudenzi, Marcellino 2 1991 Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011Habets, Patrick; Gaudenzi, Marcellino 2 1999 Fučík spectrum for a third order equation. Zbl 0855.34096Gaudenzi, Marcellino; Habets, Patrick 1 1996 Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031Gaudenzi, M. 1 1993 Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025Gaudenzi, Marcellino 1 1994 A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio 1 2016 On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011Gaudenzi, Marcellino 1 1998 The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino 1 2014 Fast binomial procedures for pricing Parisian/ParAsian options. Zbl 1416.91402Gaudenzi, Marcellino; Zanette, Antonino 1 2017 Pricing ratchet equity-indexed annuities with early surrender risk in a CIR\(++\) model. Zbl 1412.91058Wei, Xiao; Gaudenzi, Marcellino; Zanette, Antonino 1 2013 Pricing cliquet options by tree methods. Zbl 1214.91133Gaudenzi, Marcellino; Zanette, Antonino 1 2011 Counting paths on a chessboard with a barrier. Zbl 1227.05039Gaudenzi, Marcellino 1 2010 Fast binomial procedures for pricing Parisian/ParAsian options. Zbl 1416.91402Gaudenzi, Marcellino; Zanette, Antonino 1 2017 A generalized approach for the modeling of Goodwin-type cycles. Zbl 1414.91284Madotto, Matteo; Gaudenzi, Marcellino; Zanolin, Fabio 1 2016 The binomial interpolated lattice method for step double barrier options. Zbl 1298.91153Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino 1 2014 Pricing ratchet equity-indexed annuities with early surrender risk in a CIR\(++\) model. Zbl 1412.91058Wei, Xiao; Gaudenzi, Marcellino; Zanette, Antonino 1 2013 Pricing cliquet options by tree methods. Zbl 1214.91133Gaudenzi, Marcellino; Zanette, Antonino 1 2011 The singular points binomial method for pricing American path-dependent options. Zbl 1284.91571Gaudenzi, Marcellino; Zanette, Antonino; Lepellere, Maria Antonietta 9 2010 Counting paths on a chessboard with a barrier. Zbl 1227.05039Gaudenzi, Marcellino 1 2010 Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model. Zbl 1231.91167Costabile, Massimo; Gaudenzi, Marcellino; Massabò, Ivar; Zanette, Antonino 7 2009 Pricing American barrier options with discrete dividends by binomial trees. Zbl 1176.91153Gaudenzi, Marcellino; Zanette, Antonino 4 2009 New insights on testing the efficiency of methods of pricing and hedging American options. Zbl 1137.91469Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino; Ziani, Laura 5 2008 Pricing and hedging American barrier options by a modified binomial method. Zbl 1184.91200Gaudenzi, Marcellino; Lepellere, Maria Antonietta 4 2006 A seven-positive-solutions theorem for a superlinear problem. Zbl 1067.34022Gaudenzi, Marcellino; Habets, Patrick; Zanolin, Fabio 20 2004 An example of a superlinear problem with multiple positive solutions. Zbl 1221.34057Gaudenzi, M.; Habets, P.; Zanolin, Fabio 21 2003 An efficient binomial method for pricing American options. Zbl 1040.91047Gaudenzi, Marcellino; Pressacco, Flavio 10 2003 Positive solutions of superlinear boundary value problems with singular indefinite weight. Zbl 1048.34046Gaudenzi, M.; Habets, P.; Zanolin, F. 9 2003 Positive solutions of singular boundary value problems with indefinite weight. Zbl 1048.34045Gaudenzi, M.; Habets, P.; Zanolin, F. 7 2002 Existence and multiplicity of positive solutions for boundary value problems of 2D order ODE. Zbl 0965.34011Habets, Patrick; Gaudenzi, Marcellino 2 1999 On the number of zeros of solutions of a linear differential equation. Zbl 0912.34066Gaudenzi, Marcellino 4 1998 On the solvability of nonselfadjoint symmetric boundary value problems. Zbl 0963.34011Gaudenzi, Marcellino 1 1998 Fučík spectrum for a third order equation. Zbl 0855.34096Gaudenzi, Marcellino; Habets, Patrick 1 1996 Comparison and integral comparison theorems for linear differential equations. Zbl 0812.34025Gaudenzi, Marcellino 1 1994 Comparison theorems for disconjugate linear differential equations. Zbl 0792.34031Gaudenzi, M. 1 1993 On the solvability of \(n\)-th order boundary value problems between two eigenvalues. Zbl 0762.34007Gaudenzi, Marcellino; Zanolin, Fabio 3 1992 On the comparison of the \(m\)-th eigenvalue for the equation \(Ly+\lambda q(x)y=0\). Zbl 0749.34048Gaudenzi, Marcellino 2 1991 On the Sturm-Picone theorem for nth-order differential equations. Zbl 0703.34043Gaudenzi, Marcellino 5 1990 A transformation theorem for periodic solutions of nondissipative systems. Zbl 0766.34016Andres, J.; Gaudenzi, M.; Zanolin, F. 3 1990 On an eigenvalue problem of Ahmad and Lazer for ordinary differential equations. Zbl 0623.34030Gaudenzi, Marcellino 3 1987 all cited Publications top 5 cited Publications all top 5 Cited by 117 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 2 Wang, Jiayue 1 Agarwal, Ravi P. 1 Almenar, Pedro 1 Anderson, Douglas Robert 1 Appolloni, Elisa 1 Ballestra, Luca Vincenzo 1 Barutello, Vivina L. 1 Battauz, Anna 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 Gong, Pu 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, Jian 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 Rotondi, Francesco 1 Sadyrbaev, Felix Zh. 1 Sandmann, Klaus 1 Schlögl, Erik 1 Silvestrov, Dmitrii 1 Staino, Alessandro 1 Sun, Yongchao 1 Temocin, Busra Zeynep 1 Terenzi, Giulia 1 Tojo, F. Adrián F. 1 Torres, Pedro José ...and 17 more Authors all top 5 Cited in 49 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 3 Computational Management Science 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 Boundary Value Problems 1 Journal of Mathematical Biology 1 Physica A 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 International Journal of Computer Mathematics 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 Open Mathematics 1 AIMS Mathematics 1 SN Partial Differential Equations and Applications all top 5 Cited in 17 Fields 53 Ordinary differential equations (34-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Operator theory (47-XX) 13 Probability theory and stochastic processes (60-XX) 13 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 Operations research, mathematical programming (90-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) Citations by Year