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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
5,225
Downloads
9,100
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
6,570
Downloads
12,191
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
3,565
Downloads
6,171
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
7,000
Downloads
11,152
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
4,461
Downloads
5,990
Views
Citations
Semilinear Venttsel’ Problems in Fractal Domains
(Articles)
Maria Rosaria Lancia
,
Paola Vernole
Applied Mathematics
Vol.5 No.12
,June 26, 2014
DOI:
10.4236/am.2014.512175
3,244
Downloads
4,478
Views
Citations
This article belongs to the Special Issue on
Fractal Theory and Applications
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
5,046
Downloads
7,320
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
7,887
Downloads
13,731
Views
Citations
A Comparison between Abraham and Minkowski Momenta
(Articles)
Massimo Testa
Journal of Modern Physics
Vol.7 No.3
,February 26, 2016
DOI:
10.4236/jmp.2016.73032
2,867
Downloads
3,704
Views
Citations
Early Surgery in Femoral Neck Fractures in Elderly: Does Preoperative ASA Score Matter?
(Articles)
Stefania De Sanctis
,
Raffaella Alonzo
,
Silvia Frontini
,
Ilaria Nicolosi
,
Fabio Belvederi
,
Edoardo Monaco
,
Attilio Speranza
,
Carmelo D’Arrigo
International Journal of Clinical Medicine
Vol.7 No.12
,December 27, 2016
DOI:
10.4236/ijcm.2016.712090
1,219
Downloads
2,120
Views
Citations
This article belongs to the Special Issue on
Traumatology
Electrorotation: A Spectroscopic Imaging Approach to Study the Alterations of the Cytoplasmic Membrane
(Articles)
Adalberto Bonincontro
,
Gianfranco Risuleo
Advances in Molecular Imaging
Vol.5 No.1
,January 7, 2015
DOI:
10.4236/ami.2015.51001
3,040
Downloads
4,261
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
5,631
Downloads
10,320
Views
Citations
Personality and College Major Choice: Which Come First?
(Articles)
Michela Balsamo
,
Marco Lauriola
,
Aristide Saggino
Psychology
Vol.3 No.5
,May 23, 2012
DOI:
10.4236/psych.2012.35056
10,037
Downloads
20,324
Views
Citations
Hydrogeological Conceptual Model of Groundwater from Carbonate Aquifers Using Environmental Isotopes (
18
O,
2
H) and Chemical Tracers: A Case Study in Southern Latium Region, Central Italy
(Articles)
Giuseppe Sappa
,
Maurizio Barbieri
,
Sibel Ergul
,
Flavia Ferranti
Journal of Water Resource and Protection
Vol.4 No.9
,September 25, 2012
DOI:
10.4236/jwarp.2012.49080
5,586
Downloads
9,247
Views
Citations
Historic Centers Restoration and Ancient Buildings Energetic Efficiency Improvement
(Articles)
Nicola Santopuoli
,
Ilaria Pecoraro
Journal of Building Construction and Planning Research
Vol.2 No.3
,September 30, 2014
DOI:
10.4236/jbcpr.2014.23019
4,903
Downloads
6,043
Views
Citations
Strongly Balanced 4-Kite Designs Nested into OQ-Systems
(Articles)
Mario Gionfriddo
,
Lorenzo Milazzo
,
Rosaria Rota
Applied Mathematics
Vol.4 No.4
,April 30, 2013
DOI:
10.4236/am.2013.44097
4,366
Downloads
6,485
Views
Citations
An Analysis of the Global and Partial Voice Handicap Index in Patients with Early Glottic Carcinoma Treated with High Level of Irradiation
(Articles)
Daniela Musio
,
Francesca De Felice
,
Cristina Bigelli
,
Nadia Bulzonetti
,
Roberta Guarnaccia
,
Mario Tombolini
,
Giovanni Ruoppolo
,
Marco de Vincentiis
,
Vincenzo Tombolini
Journal of Cancer Therapy
Vol.5 No.1
,January 6, 2014
DOI:
10.4236/jct.2014.51003
3,648
Downloads
5,191
Views
Citations
Supercritical Equilibrium Data of the Systems Carbon Dioxide—Linalool and Carbon Dioxide—Orange Essential Oil
(Articles)
Claudio Capparucci
,
Sara Frattari
,
Fausto Gironi
American Journal of Analytical Chemistry
Vol.4 No.12
,December 16, 2013
DOI:
10.4236/ajac.2013.412093
3,360
Downloads
5,248
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
4,106
Downloads
6,236
Views
Citations
A Comparative Study of Pottery from Mersin-Yumuktepe and Arslantepe, Turkey
(Articles)
Alessandro Buccolieri
,
Gianluca Bozzetti
,
Antonio Serra
,
Daniela Manno
,
Isabella Caneva
,
Federico Manuelli
Archaeological Discovery
Vol.3 No.1
,January 7, 2015
DOI:
10.4236/ad.2015.31002
3,738
Downloads
4,692
Views
Citations
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