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The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21001
5,239
Downloads
9,140
Views
Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,574
Downloads
12,341
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,629
Downloads
12,329
Views
Citations
A Video Game Based on Optimal Control and Elementary Statistics
(Articles)
Marco Giacinti
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Intelligent Information Management
Vol.5 No.4
,July 2, 2013
DOI:
10.4236/iim.2013.54011
4,123
Downloads
6,276
Views
Citations
A Video Game Based on Elementary Differential Equations
(Articles)
Marco Giacinti
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Intelligent Control and Automation
Vol.4 No.3
,August 7, 2013
DOI:
10.4236/ica.2013.43030
9,410
Downloads
14,990
Views
Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.3 No.6
,October 16, 2013
DOI:
10.4236/ojapps.2013.36045
3,597
Downloads
6,251
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,088
Downloads
11,366
Views
Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,089
Downloads
7,457
Views
Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.5 No.19
,November 10, 2014
DOI:
10.4236/am.2014.519294
4,495
Downloads
6,064
Views
Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited
(Articles)
Lorella Fatone
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.6 No.2
,February 13, 2015
DOI:
10.4236/am.2015.62036
7,967
Downloads
14,087
Views
Citations
Homogeneous and Heterogeneous Traffic of Data Packets on Complex Networks: The Traffic Congestion Phenomenon
(Articles)
Alfonso Farina
,
Antonio Graziano
,
Francesca
Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Communications and Network
Vol.4 No.2
,May 18, 2012
DOI:
10.4236/cn.2012.42021
5,657
Downloads
10,375
Views
Citations
Active Truss Metamaterials: Modelling and Tuning of Band Gaps
(Articles)
Daniel Calegaro
,
Stefano
Mariani
Journal of Materials Science and Chemical Engineering
Vol.11 No.8
,August 31, 2023
DOI:
10.4236/msce.2023.118008
79
Downloads
292
Views
Citations
The Use of Materials from Biomass as Construction Materials
(Articles)
Francesca
Giglio
Open Journal of Civil Engineering
Vol.3 No.2A
,June 18, 2013
DOI:
10.4236/ojce.2013.32A009
9,368
Downloads
19,946
Views
Citations
This article belongs to the Special Issue on
Building and Civil Engineering
Public Private Partnerships for Transportation Infrastructure Delivery
(Articles)
Francesca
Leccis
Open Journal of Social Sciences
Vol.3 No.5
,May 7, 2015
DOI:
10.4236/jss.2015.35004
4,995
Downloads
8,317
Views
Citations
A Two-Scale Multi-Physics Deep Learning Model for Smart MEMS Sensors
(Articles)
José Pablo Quesada-Molina
,
Stefano
Mariani
Journal of Materials Science and Chemical Engineering
Vol.9 No.8
,August 31, 2021
DOI:
10.4236/msce.2021.98004
210
Downloads
687
Views
Citations
Identity in Sport Teams
(Articles)
Cristina Zucchermaglio
,
Francesca
Alby
Psychology
Vol.2 No.3
,June 29, 2011
DOI:
10.4236/psych.2011.23031
9,068
Downloads
16,191
Views
Citations
Students’ Metaphors for Defining Their Learning Experience with Audio-Visible versus Invisible Authors. Results from a Case Study in a Social Science Discipline
(Articles)
Terry Inglese
,
Francesca
Rigotti
Creative Education
Vol.2 No.3
,August 11, 2011
DOI:
10.4236/ce.2011.23025
6,509
Downloads
11,151
Views
Citations
An Induced Demand Model for High Speed 1 in UK
(Articles)
Francesca
Pagliara
,
John Preston
Journal of Transportation Technologies
Vol.3 No.1
,January 23, 2013
DOI:
10.4236/jtts.2013.31005
5,732
Downloads
8,868
Views
Citations
Models, Structures and Analogical Thinking in Early Childhood Education and Care and Primary School: A Qualitative Study on Teachers’ Perception about Those Concepts
(Articles)
Francesca
Granone
,
Martin Stokke
Creative Education
Vol.12 No.11
,November 10, 2021
DOI:
10.4236/ce.2021.1211187
246
Downloads
1,106
Views
Citations
About the Shroud Body Image
(Articles)
Giovanni Fazio
,
Francesca
Riotto
Open Journal of Social Sciences
Vol.12 No.1
,January 10, 2024
DOI:
10.4236/jss.2024.121003
66
Downloads
284
Views
Citations
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