Francesca Mariani - Articles - Scientific Research Publishing

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 5,099 Downloads 8,801 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 6,431 Downloads 11,947 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 6,054 Downloads 11,052 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 4,012 Downloads 5,989 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 8,157 Downloads 12,389 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 3,409 Downloads 5,732 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 6,369 Downloads 9,674 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 4,623 Downloads 6,332 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 4,195 Downloads 5,340 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 6,929 Downloads 11,168 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 5,459 Downloads 9,900 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 8,422 Downloads 17,842 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 4,631 Downloads 7,129 Views Citations
From Anecdotal Exchange to Critical Dialogue in Kindergarten: A Case Study in Italy Based on Habermas’ Construct of Rational Behavior (Articles)

Francesca Granone, Francesca Morselli, Elisabetta Robotti

Creative Education Vol.12 No.4，April 8, 2021

DOI: 10.4236/ce.2021.124049 142 Downloads 475 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 93 Downloads 360 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 8,602 Downloads 15,037 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 6,292 Downloads 10,593 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 5,454 Downloads 8,210 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 99 Downloads 484 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 7,432 Downloads 12,935 Views Citations

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