CINECA IRIS Institutional Research Information System

Sfoglia per Autore  

Opzioni
Mostrati risultati da 1 a 20 di 34
Titolo Data di pubblicazione Autore(i) File
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework 2023 Marena, M; Romeo, A; Semeraro, P
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework 2022 Marina Marena; Andrea Romeo; Patrizia Semeraro
On non-linear dependence of multivariate subordinated Lévy processes 2020 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows 2019 Jevtic, Petar; Marena, Marina; Semeraro, Patrizia
Pricing multivariate barrier reverse convertibles with factor-based subordinators 2018 Marena, Marina; Romeo, Andrea; Semeraro, Patrizia*
Multivariate factor-based processes with Sato margins 2018 Marena, Marina; Romeo, Andrea; Semeraro, Patrizia
Dependence calibration and portfolio fit with factor-based subordinators 2016 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Managing Energy Price Risk 2016 Ballotta, L.; Fusai, G.; Marena, M.
A note on Marked Point Processes and multivariate subordination 2016 Jevtić, Petar; Marena, Marina; Semeraro, Patrizia
Pricing Commodity Swaps with Counterparty Credit Risk: The Case of Credit Value Adjustment 2015 G. Fusai; M. Marena; C. Quaglini
Pricing multivariate barrier reverse convertible with factor-based subordinators 2015 M. Marena; A. Romeo; P. Semeraro
Asian options in commodity markets: structuring, pricing and hedging. 2015 G. Fusai; G. Longo; M. Marena
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 2013 E. Luciano; M. Marena; P. Semeraro
Asian options with jumps 2013 M. Marena; A. Roncoroni; G. Fusai
Z-Transform and Preconditioning Techniques for Option Pricing 2011 G. Fusai; D. Marazzina; M. Marena; M. Ng
Pricing Discretely Monitored Asian Options by Maturity Randomization. 2011 G.Fusai; D. Marazzina; M. Marena
Option Pricing, Maturity Randomization and Distributed Computing 2010 G. Fusai; D. Marazzina; M. Marena
Lévy processes and option pricing by recursive quadrature 2009 G. Fusai; G. Longo; M. Marena; M.C. Recchioni
The Laplace transform 2008 G. FUSAI; M. MARENA; A. RONCORONI
Option pricing, maturity randomization and grid computing 2008 G. FUSAI; D. MARAZZINA; M. MARENA
Mostrati risultati da 1 a 20 di 34
Legenda icone

  •  file ad accesso aperto
  •  file disponibili sulla rete interna
  •  file disponibili agli utenti autorizzati
  •  file disponibili solo agli amministratori
  •  file sotto embargo
  •  nessun file disponibile