Dipartimento di Fisica e Astronomia—Università di Bologna, Bologna, Italy - Articles

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 3,904 Downloads 6,945 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 7,523 Downloads 11,776 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 5,462 Downloads 8,319 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 4,935 Downloads 7,006 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 8,448 Downloads 16,235 Views Citations
Conditions for the Upper Semicontinuous Representability of Preferences with Nontransitive Indifference (Articles)

Gianni Bosi, Magali Zuanon

Theoretical Economics Letters Vol.4 No.6, June 13, 2014

DOI: 10.4236/tel.2014.46048 3,425 Downloads 4,590 Views Citations
Acupuncture-Induced Pain Relief and Salivary Hormone Changes in Men and Women (Articles)

Ilaria Ceccarelli, Fu Bao Tian, Stefano Pieretti, Paola Minosi, Samuele Paparo Barbaro, Paolo Fiorenzani, Jessica Pinassi, Anna Maria Aloisi

Open Journal of Endocrine and Metabolic Diseases Vol.10 No.3, March 4, 2020

DOI: 10.4236/ojemd.2020.103005 692 Downloads 1,962 Views Citations
Symmetry Restoration by Acceleration (Articles)

Paolo Castorina, Marco Finocchiaro

Journal of Modern Physics Vol.3 No.11, November 14, 2012

DOI: 10.4236/jmp.2012.311209 5,397 Downloads 8,770 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 5,469 Downloads 9,711 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 5,392 Downloads 9,065 Views Citations
Hereditary gastrointestinal polyposis: Diagnosis, genetic test and risk assessment (Articles)

Marina De Rosa, Francesca Duraturo, Raffaella Liccardo, Paola Izzo

Open Journal of Genetics Vol.3 No.2C, August 9, 2013

DOI: 10.4236/ojgen.2013.32A3008 4,680 Downloads 7,330 Views Citations
This article belongs to the Special Issue on Medical Genetics
PC-VAR Estimation of Vector Autoregressive Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.2 No.3, July 6, 2012

DOI: 10.4236/ojs.2012.23030 6,785 Downloads 10,524 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 6,158 Downloads 12,305 Views Citations
Supercritical Fluid Adsorption of Domperidone on Silica Aerogel (Articles)

Giuseppe Caputo

Advances in Chemical Engineering and Science Vol.3 No.3, July 11, 2013

DOI: 10.4236/aces.2013.33024 4,606 Downloads 7,000 Views Citations
The Effect of Radiogenic Heating on the Amino Acid Content of an Early Cometary Body (Articles)

Carlo Canepa

International Journal of Astronomy and Astrophysics Vol.3 No.3, September 3, 2013

DOI: 10.4236/ijaa.2013.33033 3,473 Downloads 5,407 Views Citations
Cubic Spline Approximation for Weakly Singular Integral Models (Articles)

Franca Caliò, Elena Marchetti

Applied Mathematics Vol.4 No.11, November 5, 2013

DOI: 10.4236/am.2013.411211 3,842 Downloads 6,024 Views Citations
Does System 1 Process both Local and Nonlocal Information in Intuitive Judgment and Decision Making? Available Evidence and a Research Agenda Proposal (Articles)

Patrizio Tressoldi

Psychology Vol.4 No.11, November 19, 2013

DOI: 10.4236/psych.2013.411114 3,789 Downloads 6,222 Views Citations
May Conscious Mind Give a “Scientific Definition” of Consciousness? (Articles)

Bignetti Enrico

Open Journal of Philosophy Vol.9 No.4, October 15, 2019

DOI: 10.4236/ojpp.2019.94027 1,334 Downloads 3,249 Views Citations
This article belongs to the Special Issue on Philosophy of Mind
Some Theorems for Real Increasing Functions in Elementary Fixed Point Theory (Articles)

Maria Luigia Diviccaro, Salvatore Sessa

Advances in Pure Mathematics Vol.10 No.9, September 10, 2020

DOI: 10.4236/apm.2020.109031 607 Downloads 1,976 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 428 Downloads 1,618 Views Citations

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