{"id":"https://openalex.org/W7161247051","doi":"https://doi.org/10.1016/j.matcom.2026.04.034","title":"Short-rate models with stochastic discontinuities: A PDE approach","display_name":"Short-rate models with stochastic discontinuities: A PDE approach","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7161247051","doi":"https://doi.org/10.1016/j.matcom.2026.04.034"},"language":"en","primary_location":{"id":"pmh:oai:publicatt.unicatt.it:10807/336536","is_oa":true,"landing_page_url":"https://hdl.handle.net/10807/336536","pdf_url":null,"source":{"id":"https://openalex.org/S4306400564","display_name":"PubliCatt (Universit\u00e0 Cattolica del Sacro Cuore)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},"type":"article","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/10807/336536","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075528768","display_name":"Marzia De Donno","orcid":"https://orcid.org/0000-0003-0188-4437"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"De Donno, Marzia","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5075528768"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.87235054,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.35100001096725464,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.35100001096725464,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.19419999420642853,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11513","display_name":"stochastic dynamics and bifurcation","score":0.07479999959468842,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.2994999885559082},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.27399998903274536},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.26600000262260437},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.25999999046325684},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.2533999979496002}],"concepts":[{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43939998745918274},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39820000529289246},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3935999870300293},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.2994999885559082},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.28999999165534973},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.27399998903274536},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.26600000262260437},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.25999999046325684},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.2533999979496002},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.25200000405311584}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:publicatt.unicatt.it:10807/336536","is_oa":true,"landing_page_url":"https://hdl.handle.net/10807/336536","pdf_url":null,"source":{"id":"https://openalex.org/S4306400564","display_name":"PubliCatt (Universit\u00e0 Cattolica del Sacro Cuore)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:publicatt.unicatt.it:10807/336536","is_oa":true,"landing_page_url":"https://hdl.handle.net/10807/336536","pdf_url":null,"source":{"id":"https://openalex.org/S4306400564","display_name":"PubliCatt (Universit\u00e0 Cattolica del Sacro Cuore)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"score":0.5048471093177795,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[{"id":"https://openalex.org/G1653392959","display_name":null,"funder_award_id":"CUP_E53C24001950001","funder_id":"https://openalex.org/F4320311030","funder_display_name":"Istituto Nazionale di Alta Matematica \"Francesco Severi\""},{"id":"https://openalex.org/G4561361838","display_name":null,"funder_award_id":"CUP_E53C24001950001","funder_id":"https://openalex.org/F4320334079","funder_display_name":"Gruppo Nazionale per il Calcolo Scientifico"}],"funders":[{"id":"https://openalex.org/F4320311030","display_name":"Istituto Nazionale di Alta Matematica \"Francesco Severi\"","ror":"https://ror.org/01vx64p53"},{"id":"https://openalex.org/F4320322149","display_name":"Banca d'Italia","ror":"https://ror.org/03v2nbx43"},{"id":"https://openalex.org/F4320334079","display_name":"Gruppo Nazionale per il Calcolo Scientifico","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-05-27T06:22:25.060010","created_date":"2026-05-16T00:00:00"}
