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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
6,354
Downloads
11,401
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
5,285
Downloads
9,265
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
6,618
Downloads
12,409
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
6,721
Downloads
11,658
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
3,653
Downloads
6,255
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
7,240
Downloads
10,799
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
5,182
Downloads
7,305
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
4,579
Downloads
6,067
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
8,081
Downloads
13,710
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)
Montrasio
Lorella
,
Valentino Roberto
,
Chiara Quintavalla
International Journal of Geosciences
Vol.1 No.2
,August 24, 2010
DOI:
10.4236/ijg.2010.12008
5,126
Downloads
10,019
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
120
Downloads
701
Views
Citations
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