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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
5,071
Downloads
7,392
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
5,641
Downloads
10,344
Views
Citations
Dating the Birth of Jesus Christ on Hanukkah
(Articles)
Liberato De Caro
,
Fernando La Greca
,
Emilio Matricciani
Open Journal of Social Sciences
Vol.10 No.10
,September 26, 2022
DOI:
10.4236/jss.2022.1010020
173
Downloads
34,989
Views
Citations
Optimization of the Pretreatment of the Mixture of Cassava Peelings and Pineapple Fibers Using Response Surface Methodology and a Process Simulator for the Bioethanol Production
(Articles)
Paul Nestor Djomou Djonga
,
George Elambo Nkeng
,
Madjoyogo Hervé Sirma
,
Ahmat Tom
,
Thierry Tchamba Tchuidjang
Energy and Power Engineering
Vol.16 No.2
,February 27, 2024
DOI:
10.4236/epe.2024.162004
65
Downloads
223
Views
Citations
Modelling Bacterial Dynamics in Food Products: Role of Environmental Noise and Interspecific Competition
(Articles)
Davide Valenti
,
Alessandro Giuffrida
,
Graziella
,
Ziino
,
Filippo Giarratana
,
Bernardo Spagnolo
,
Antonio Panebianco
Journal of Modern Physics
Vol.4 No.8
,August 13, 2013
DOI:
10.4236/jmp.2013.48142
3,754
Downloads
5,336
Views
Citations
Airborne Nanoparticles Filtration by Means of Cellulose Nanofibril Based Materials
(Articles)
Laura Alexandrescu
,
Kristin Syverud
,
Alessia Nicosia
,
Gianni Santachiara
,
Alberto Fabrizi
,
Franco Belosi
Journal of Biomaterials and Nanobiotechnology
Vol.7 No.1
,January 6, 2016
DOI:
10.4236/jbnb.2016.71004
4,841
Downloads
6,393
Views
Citations
Effect of Italian Sour Cherry (
Prunus cerasus
L.) on the Formation of Advanced Glycation End Products and Lipid Peroxidation
(Articles)
Gianna Ferretti
,
Davide Neri
,
Tiziana Bacchetti
Food and Nutrition Sciences
Vol.5 No.16
,August 27, 2014
DOI:
10.4236/fns.2014.516170
4,292
Downloads
5,763
Views
Citations
This article belongs to the Special Issue on
Nutritional Value of Foods
Cars as a Diffuse Network of Road-Environment Monitoring Nodes
(Articles)
Marco Allegretti
,
Silvano Bertoldo
Wireless Sensor Network
Vol.6 No.9
,September 22, 2014
DOI:
10.4236/wsn.2014.69018
5,410
Downloads
6,583
Views
Citations
Relationship of Morpho-Sedimentological Variations to the Fate of Hg- and Zn-Polluted Sediments in the Contaminated Site of Porto Marghera, Lagoon of Venice, Italy
(Articles)
Emanuela Molinaroli
,
Alessandro Sarretta
,
Jorge A. de Souza Guimarães
,
Margherita Botter
,
Daniele Cassin
,
Stefano Guerzoni
Journal of Environmental Protection
Vol.4 No.4A
,April 30, 2013
DOI:
10.4236/jep.2013.44A006
6,218
Downloads
9,194
Views
Citations
This article belongs to the Special Issue on
Soil Pollution
On Indicators Oecd Proposes for Gauging Science & Technology
(Articles)
Mario De Marchi
American Journal of Industrial and Business Management
Vol.9 No.11
,November 29, 2019
DOI:
10.4236/ajibm.2019.911137
395
Downloads
1,010
Views
Citations
New Insights on the Role of the Strike-Slip Tectonics in the Late Miocene-Quaternary Evolution of Sicily
(Articles)
Stefano Catalano
,
Agata Di Stefano
,
Salvatore Distefano
,
Francesco Pavano
,
Gino Romagnoli
,
Giuseppe Tortorici
,
Luigi Tortorici
International Journal of Geosciences
Vol.10 No.6
,June 30, 2019
DOI:
10.4236/ijg.2019.106039
741
Downloads
1,467
Views
Citations
Contributions of Social Networks to Health and Care Services in Myanmar’s Older Adult Population: 2012 Myanmar Aging Study
(Articles)
Paul Kowal
,
Min Nwe Tun
,
Sai Kham Leik
,
Ilaria Rocco
Health
Vol.13 No.12
,December 31, 2021
DOI:
10.4236/health.2021.1312109
198
Downloads
732
Views
Citations
Bronchiolitis Revealing Pyrethroid Poisoning in a 2-Month-Old Infant
(Articles)
Vanessa Iris Gaspiet-Sonny
,
Aymard Joker Tresor Guenefio
,
Ghislain Franck Houndjahoue
,
Jean Chrysostome Gody
Open Journal of Pediatrics
Vol.12 No.5
,November 3, 2022
DOI:
10.4236/ojped.2022.125075
68
Downloads
378
Views
Citations
HIV Infection in Pregnancy and the Risk of Gestational Hypertension and Preeclampsia
(Articles)
Beatrice Landi
,
Valeria Bezzeccheri
,
Brunella Guerra
,
Mariangela Piemontese
,
Francesca Cervi
,
Lucia Cecchi
,
Eleonora Margarito
,
Stefano R. Giannubilo
,
Andrea Ciavattini
,
Andrea L. Tranquilli
World Journal of Cardiovascular Diseases
Vol.4 No.5
,May 20, 2014
DOI:
10.4236/wjcd.2014.45034
4,030
Downloads
6,441
Views
Citations
This article belongs to the Special Issue on
Hypertension Research
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
6,609
Downloads
12,276
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
7,046
Downloads
11,268
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
4,481
Downloads
6,034
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
7,946
Downloads
13,971
Views
Citations
Mutiparametric Characterization of Atmospheric Particulate in a Heavy-Polluted Area of South Italy
(Articles)
Carmen De Marco
,
Antonella Boselli
,
Andrea D’Anna
,
Alessia Sannino
,
Gaetano Sasso
,
Mariano Sirignano
,
Nicola Spinelli
,
Xuan Wang
Atmospheric and Climate Sciences
Vol.12 No.2
,April 29, 2022
DOI:
10.4236/acs.2022.122029
182
Downloads
566
Views
Citations
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
5,234
Downloads
9,118
Views
Citations
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