12,683 research outputs found
"Prefazione", in F. Scott Fitzgerald, Tenera è la notte (1934), prefazione e cura di Sara Antonelli, minimumfax
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Landscape with a Tragic Hero: F. Scott Fitzgerald’s Trimalchio
No full textDrawing attention to both characters and landscapes, this essay proposes a reading
of F. Scott Fitzgerald’s Trimalchio that assesses its differences from and similarities
to The Great Gatsby. In the first part of the essay a comparison between the
two novels shows that the behavior and features of Jay Gatsby in Trimalchio are
borrowed from Petronius’s Trimalchio and Homer’s Odysseus. As a consequence,
the first Jay Gatsby turns out to be a more vulgar and astute version of his second
and more successful incarnation; he is, nevertheless, a coherent persona. We have
ultimately two Gatsbys and, therefore, two different novels. In spite of that, these
two texts share the same literary landscape, of which Fitzgerald was evidently
sure from the very beginning of his composition process. The second part of the
essay focuses on the ways in which Fitzgerald consciously grafted into Gatsby’s
American landscape the imperialistic vision exposed in Joseph Conrad’s Heart of
Darkness. In this respect, the opposition Fitzgerald—through his narrator Nick
Carraway—established between the East and Midwest of the USA also allows
for a surprising but compelling connection with David Foster Wallace, an author
strongly anchored in his Midwestern point of view
Maria Teresia Antonelli, La metafisica di F. H. Bradley
No full textDecloux Simon. Maria Teresia Antonelli, La metafisica di F. H. Bradley. In: Revue Philosophique de Louvain. Troisième série, tome 53, n°39, 1955. pp. 441-442
"Postfazione", in F. Scott Fitzgerald, Fuori dai giochi. Racconti della grazia, dell'agonismo e del corpo, 66th and 2nd
No full textExchange option pricing under stochastic volatility: a correlation expansion
No full textEfficient valuation of exchange options with random volatilities while challenging at analytical level, has strong practical implications: in this paper we present
a new approach to the problem which allows for extensions of previous known results. We undertake a route based on a multi-asset generalization of a methodology developed in Antonelli and Scarlatti (Finan Stoch 13:269–303, 2009) to handle simple European one-asset derivatives with volatility paths described by Ito’s diffusive equations. Our method seems to adapt rather smoothly to the evaluation of Exchange options involving correlations among all the financial quantities that specify the model and it is based on expanding and approximating the theoretical evaluation formula with respect to correlation parameters. It applies to a whole range of models and does not require any particular distributional property. In order to test the quality of our approximation numerical simulations are provided in the last part of the paper
On the viscosity solutions of a stochastic differential utility problem
No full textWe prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for the following equation in R3: ∂xxu + u∂yu - ∂tu = f (·,u), where f is Lipschitz continuous. We also characterize the solution in the vanishing viscosity sense. © 2002 Elsevier Science (USA). All rights reserved
Lucilla Calfus Antonelli
No full textLa voce illustra la vita le opere della scrittrice per ragazzi Lucilla Calfus AntonelliThe headword explains the biography and the contribution of the author Lucilla Calfus Antonelli to the children's literatur
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