Dipartimento di Scienze Economiche, Università degli Studi di Verona, Verona, Italy - Articles

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 6,219 Downloads 11,420 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 3,449 Downloads 5,856 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 6,527 Downloads 10,064 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 4,774 Downloads 6,675 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 4,274 Downloads 5,537 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 7,325 Downloads 12,078 Views Citations
Cognitive Training in Soccer: Where Is the Key Point? (Articles)

Matteo Giuriato, Nicola Lovecchio

Open Access Library Journal Vol.5 No.2，February 9, 2018

DOI: 10.4236/oalib.1104333 871 Downloads 4,364 Views Citations
Girolamo Fracastoro and the Origin of the Etymology of Syphilis (Articles)

Luiz Alberto Peregrino Ferreira, Mariano Barthe Dupont, Gerolamo Fracastoro, Maurizio Rippa Bonati

Advances in Historical Studies Vol.6 No.3，September 21, 2017

DOI: 10.4236/ahs.2017.63008 1,461 Downloads 3,774 Views Citations
Celiac Disease Seen with the Eyes of the Principle Component Analysis and Analyse Des Données (Articles)

Cleto Corposanto, Beba Molinari, Susanna Neuhold

Open Journal of Statistics Vol.5 No.3，April 28, 2015

DOI: 10.4236/ojs.2015.53023 2,676 Downloads 3,405 Views Citations
This article belongs to the Special Issue on Multivariate Analysis
Present Velocity Field in the Italian Region by GPS Data: Geodynamic/Tectonic Implications (Articles)

Enzo Mantovani, Marcello Viti, Nicola Cenni, Daniele Babbucci, Caterina Tamburelli

International Journal of Geosciences Vol.6 No.12，December 29, 2015

DOI: 10.4236/ijg.2015.612103 5,016 Downloads 6,033 Views Citations
Seismotectonics of the Padanian Region and Surrounding Belts: Which Driving Mechanism? (Articles)

Marcello Viti, Enzo Mantovani, Daniele Babbucci, Caterina Tamburelli, Nicola Cenni

International Journal of Geosciences Vol.7 No.12，December 29, 2016

DOI: 10.4236/ijg.2016.712100 2,387 Downloads 3,819 Views Citations
Active Tectonics in Tuscany (Central Italy): Ten Years of Seismicity (2009-2019) (Articles)

Marcello Viti

International Journal of Geosciences Vol.11 No.10，October 29, 2020

DOI: 10.4236/ijg.2020.1110032 336 Downloads 1,715 Views Citations
Conceptual Hydrogeological Model and Groundwater Resource Estimation in a Complex Hydrothermal Area: The Case of the Viterbo Geothermal Area (Central Italy) (Articles)

Antonella Baiocchi, Francesca Lotti, Vincenzo Piscopo

Journal of Water Resource and Protection Vol.4 No.4，April 17, 2012

DOI: 10.4236/jwarp.2012.44026 10,780 Downloads 15,299 Views Citations
Lipopolysaccharides in Cyanobacteria: A Brief Overview (Articles)

Sabrina Gemma, Monica Molteni, Carlo Rossetti

Advances in Microbiology Vol.6 No.5，April 29, 2016

DOI: 10.4236/aim.2016.65038 3,632 Downloads 5,552 Views Citations
This article belongs to the Special Issue on Cyanobacteria Research
Generation of Back-Arc Basins as Side Effect of Shortening Processes: Examples from the Central Mediterranean (Articles)

Enzo Mantovani, Marcello Viti, Daniele Babbucci, Caterina Tamburelli, Nicola Cenni, Massimo Baglione, Vittorio D’Intinosante

International Journal of Geosciences Vol.5 No.10，September 17, 2014

DOI: 10.4236/ijg.2014.510091 3,660 Downloads 4,629 Views Citations
Present Tectonic Setting and Spatio-Temporal Distribution of Seismicity in the Apennine Belt (Articles)

Enzo Mantovani, Marcello Viti, Daniele Babbucci, Caterina Tamburelli, Nicola Cenni, Massimo Baglione, Vittorio D’Intinosante

International Journal of Geosciences Vol.6 No.4，April 20, 2015

DOI: 10.4236/ijg.2015.64034 3,736 Downloads 4,590 Views Citations
Energy and Sustainability in Museums. The Plant Refurbishment of the Medieval Building of Palagio di Parte Guelfa in Florence (Articles)

Carla Balocco, Enrico Marmonti

Open Journal of Energy Efficiency Vol.1 No.3，December 31, 2012

DOI: 10.4236/ojee.2012.13004 5,576 Downloads 11,339 Views Citations
Hybrid Professionals and Academic Productivity: The Case of the University Polyclinic in Messina (Sicily) (Articles)

Angela Alibrandi, Lara Gitto, Michele Limosani, Guido Noto

Health Vol.13 No.1，January 8, 2021

DOI: 10.4236/health.2021.131001 200 Downloads 670 Views Citations
The Response of Benthic Foraminiferal Assemblages to Copper Exposure: A Pilot Mesocosm Investigation (Articles)

Frontalini Fabrizio, Coccioni Rodolfo

Journal of Environmental Protection Vol.3 No.4，April 18, 2012

DOI: 10.4236/jep.2012.34044 4,692 Downloads 7,964 Views Citations
Pb Isotopes Data from the Campanian Volcanic Province: A Model to Generate These Distinctive Pb Isotopic Variations (Articles)

Angelo Paone

Open Journal of Geology Vol.5 No.1，January 20, 2015

DOI: 10.4236/ojg.2015.51001 2,985 Downloads 3,681 Views Citations

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