MARENA, Marina
MARENA, Marina
SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE
A copula lattice based method for asset returns
2005-01-01 M.MARENA; N. WEBBER
A note on Marked Point Processes and multivariate subordination
2016-01-01 Jevtić, Petar; Marena, Marina; Semeraro, Patrizia
Analytical pricing of discretely monitored Asian-style options: theory and application to commodity markets
2008-01-01 G. FUSAI; M. MARENA; A. RONCORONI
Asian options in commodity markets: structuring, pricing and hedging.
2015-01-01 G. Fusai; G. Longo; M. Marena
Asian options with jumps
2013-01-01 M. Marena; A. Roncoroni; G. Fusai
Copulae as a New Tool in Financial Modelling
2002-01-01 E. LUCIANO; MARENA M.
Dependence calibration and portfolio fit with factor-based subordinators
2016-01-01 Luciano, Elisa; Marena, Marina; Semeraro, Patrizia
Dependence Calibration and Portfolio Fit with FactorBased Time Changes
2013-01-01 E. Luciano; M. Marena; P. Semeraro
Grid based full portfolio revaluation for VaR computation
2006-01-01 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
2009-01-01 G. Fusai; G. Longo; M. Marena; M.C. Recchioni
L’indicizzazione finanziaria in contratti di vendita rateale a sconto commerciale
1991-01-01 M. MARENA
Managing Energy Price Risk
2016-01-01 Ballotta, L.; Fusai, G.; Marena, M.
Multivariate factor-based processes with Sato margins
2018-01-01 Marena, Marina; Romeo, Andrea; Semeraro, Patrizia
Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows
2019-01-01 Jevtic, Petar; Marena, Marina; Semeraro, Patrizia
Neighborhood Turnpike Theorem for Continuous-Time Optimization Models
1999-01-01 MARENA M.; L. MONTRUCCHIO
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
2022-01-01 Marina Marena; Andrea Romeo; Patrizia Semeraro
Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
2023-01-01 Marena, M; Romeo, A; Semeraro, P
On non-linear dependence of multivariate subordinated Lévy processes
2020-01-01 Elvira Di Nardo, Marina Marena, Patrizia Semeraro
Option Pricing, Maturity Randomization and Distributed Computing
2010-01-01 G. Fusai; D. Marazzina; M. Marena
Option pricing, maturity randomization and grid computing
2007-01-01 G. FUSAI; D. MARAZZINA; M. MARENA