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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 4,983 Downloads 8,585 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)
Journal of Mathematical Finance Vol.3 No.1，February 26, 2013
DOI: 10.4236/jmf.2013.31002 6,268 Downloads 11,549 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)
Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013
DOI: 10.4236/ijmnta.2013.21003 5,424 Downloads 9,800 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 3,833 Downloads 5,646 Views Citations
A Video Game Based on Elementary Differential Equations (Articles)
Intelligent Control and Automation Vol.4 No.3，August 7, 2013
DOI: 10.4236/ica.2013.43030 7,050 Downloads 10,385 Views Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)
Open Journal of Applied Sciences Vol.3 No.6，October 16, 2013
DOI: 10.4236/ojapps.2013.36045 3,188 Downloads 5,320 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)
Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014
DOI: 10.4236/ojapps.2014.42004 5,767 Downloads 8,345 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)
Journal of Applied Mathematics and Physics Vol.2 No.7，June 13, 2014
DOI: 10.4236/jamp.2014.27062 4,336 Downloads 5,710 Views Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control (Articles)
Applied Mathematics Vol.5 No.19，November 10, 2014
DOI: 10.4236/am.2014.519294 4,017 Downloads 4,912 Views Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)
Applied Mathematics Vol.6 No.2，February 13, 2015
DOI: 10.4236/am.2015.62036 5,902 Downloads 9,138 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 5,279 Downloads 9,533 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 7,963 Downloads 16,943 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 4,322 Downloads 6,128 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 8,366 Downloads 14,435 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 6,106 Downloads 10,198 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 5,142 Downloads 7,520 Views Citations
Living with high concentrations of urea: They can! (Articles)
Francesca Trischitta, Caterina Faggio, Agata Torre
Open Journal of Animal Sciences Vol.2 No.1，January 5, 2012
DOI: 10.4236/ojas.2012.21005 6,324 Downloads 10,926 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 10,478 Downloads 14,639 Views Citations
Cognitive Demand and Reminders Effect on Time-Based Prospective Memory in Amnesic Mild Cognitive Impairment (AMCI) and in Healthy Elderly (Articles)
Olimpia Pino, Francesca Poletti, Paolo Caffarra
Open Journal of Medical Psychology Vol.2 No.1，January 28, 2013
DOI: 10.4236/ojmp.2013.21007 4,194 Downloads 6,806 Views Citations
Characterization, conservation and sustainability of endangered animal breeds in Campania (Southern Italy) (Articles)
Vincenzo Peretti, Francesca Ciotola, Leopoldo Iannuzzi
Natural Science Vol.5 No.5A，May 28, 2013
DOI: 10.4236/ns.2013.55A001 5,150 Downloads 7,058 Views Citations This article belongs to the Special Issue on Conservation of Endangered Animals and Protection of Their Habitats