MARIANI, FRANCESCA

MARIANI, FRANCESCA  

DIPARTIMENTO DI SCIENZE ECONOMICHE  

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Risultati 1 - 20 di 35 (tempo di esecuzione: 0.025 secondi).
Titolo Data di pubblicazione Autore(i) File
A Cooperative Sensor Network: Optimal Deployment and Functioning 1-gen-2010 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A multiscale stochastic volatility model in mathematical finance 1-gen-2011 L., Fatone; Mariani, Francesca; M. C., Recchioni; F., Zirilli
A network centric solution of the deployment and assignment problems for a cooperative agent network 1-gen-2011 Evangelista, M.; Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 1-gen-2002 Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
A software environment for the evaluation of medical images reconstruction methods 1-gen-2002 Bonetto, P.; Mariani, Francesca; Canfora, M.; Comis, G.; Formiconi, A. R.
A Trading Execution Model Based on Mean Field Games and Optimal Control 1-gen-2014 Lorella, Fatone; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
A Video Game Based on Optimal Control and Elementary Statistics 1-gen-2013 Marco, Giacinti; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems 1-gen-2009 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 1-gen-2013 Lorella, Fatone; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
Blackouts in power transmission networks due to spatially localized load anomalies 1-gen-2009 C., Dionisi; Mariani, Francesca; M. C., Recchioni; F., Zirilli
Calibration of a multiscale stochastic volatility model using as data European option prices 1-gen-2008 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 1-gen-2013 Lorella, Fatone; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
Corrosion detection in conducting boundaries 1-gen-2004 Inglese, G.; Mariani, Francesca
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 1-gen-2007 Fasino, D.; Inglese, G.; Mariani, Francesca
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood 1-gen-2010 Capelli, P.; Mariani, Francesca; Recchioni, M. C.; Spinelli, F.; Zirilli, F.
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance 1-gen-2009 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 1-gen-2012 A., Farina; A., Graziano; Mariani, Francesca; M. C., Recchioni; F., Zirilli
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory 1-gen-2008 Mariani, Francesca; Pacelli, G.; Zirilli, F.
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds 1-gen-2007 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Normal and lognormal SABR and multi-scale SABR Models: Option Pricing and Calibration 1-gen-2012 L., Fatone; Mariani, Francesca; M. C., Recchioni; F., Zirilli