Lorella Fatone - Articles - Scientific Research Publishing

Wavelet Bases Made of Piecewise Polynomial Functions: Theory and Applications (Articles)

Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.2 No.2，February 25, 2011

DOI: 10.4236/am.2011.22022 6,265 Downloads 11,280 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 5,202 Downloads 9,047 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 6,519 Downloads 12,200 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 6,486 Downloads 11,991 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 3,522 Downloads 6,057 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 6,848 Downloads 10,806 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 4,978 Downloads 7,138 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 4,395 Downloads 5,815 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 7,775 Downloads 13,303 Views Citations
Estimation of the Degree of Saturation of Shallow Soils from Satellite Observations to Model Soil Slips Occurred in Emilia Romagna Region of Northern Italy (Articles)

Valentino Roberto, Montrasio Lorella, Chiara Quintavalla

International Journal of Geosciences Vol.1 No.2，August 24, 2010

DOI: 10.4236/ijg.2010.12008 4,987 Downloads 9,755 Views Citations
Healthier Food of Animal Origin and Prevention of Campylobacteriosis (Articles)

Massimo Giangaspero, Naoaki Misawa, Lorella Barca, Fabio Arigoni, Achille Straticò, Gianluca Grandinetti, Dario Macchioni, Pasquale Turno

Advances in Microbiology Vol.13 No.5，May 15, 2023

DOI: 10.4236/aim.2023.135012 50 Downloads 369 Views Citations

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