MARENA, Marina

MARENA, Marina  

SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE  

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Risultati 1 - 20 di 34 (tempo di esecuzione: 0.036 secondi).
Titolo Data di pubblicazione Autore(i) File
A copula lattice based method for asset returns 2005 M.MARENA; N. WEBBER
A note on Marked Point Processes and multivariate subordination 2016 Jevtić, Petar; Marena, Marina; Semeraro, Patrizia
Analytical pricing of discretely monitored Asian-style options: theory and application to commodity markets 2008 G. FUSAI; M. MARENA; A. RONCORONI
Asian options in commodity markets: structuring, pricing and hedging. 2015 G. Fusai; G. Longo; M. Marena
Asian options with jumps 2013 M. Marena; A. Roncoroni; G. Fusai
Copulae as a New Tool in Financial Modelling 2002 E. LUCIANO; MARENA M.
Dependence calibration and portfolio fit with factor-based subordinators 2016 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Dependence Calibration and Portfolio Fit with FactorBased Time Changes 2013 E. Luciano; M. Marena; P. Semeraro
Grid based full portfolio revaluation for VaR computation 2006 G. FUSAI; R. CHINELLI; D. DE MARTINI; G. LONGO; M. MARENA; L. MARIANO; R. CAPPUCCIO; R. SGHERRI; L. REGINI; W. CHIERICI; E. COCCIA
Lévy processes and option pricing by recursive quadrature 2009 G. Fusai; G. Longo; M. Marena; M.C. Recchioni
L’indicizzazione finanziaria in contratti di vendita rateale a sconto commerciale 1991 M. MARENA
Managing Energy Price Risk 2016 Ballotta, L.; Fusai, G.; Marena, M.
Multivariate factor-based processes with Sato margins 2018 Marena, Marina; Romeo, Andrea; Semeraro, Patrizia
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows 2019 Jevtic, Petar; Marena, Marina; Semeraro, Patrizia
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models 1999 MARENA M.; L. MONTRUCCHIO
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework 2022 Marina Marena; Andrea Romeo; Patrizia Semeraro
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework 2023 Marena, M; Romeo, A; Semeraro, P
On non-linear dependence of multivariate subordinated Lévy processes 2020 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Option Pricing, Maturity Randomization and Distributed Computing 2010 G. Fusai; D. Marazzina; M. Marena
Option pricing, maturity randomization and grid computing 2007 G. FUSAI; D. MARAZZINA; M. MARENA