MARIANI, FRANCESCA
MARIANI, FRANCESCA
DIPARTIMENTO DI SCIENZE ECONOMICHE
A Cooperative Sensor Network: Optimal Deployment and Functioning
2010-01-01 Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A multiscale stochastic volatility model in mathematical finance
2011-01-01 L., Fatone; Mariani, Francesca; M. C., Recchioni; F., Zirilli
A network centric solution of the deployment and assignment problems for a cooperative agent network
2011-01-01 Evangelista, M.; Farina, A.; Graziano, A.; Mariani, Francesca; Zirilli, F.
A perturbative approach to acoustic scattering from a vibrating bounded obstacle
2002-01-01 Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
A software environment for the evaluation of medical images reconstruction methods
2002-01-01 Bonetto, P.; Mariani, Francesca; Canfora, M.; Comis, G.; Formiconi, A. R.
A Trading Execution Model Based on Mean Field Games and Optimal Control
2014-01-01 Lorella, Fatone; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
A Video Game Based on Elementary Differential Equations
2013-01-01 Marco, Giacinti; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
A Video Game Based on Optimal Control and Elementary Statistics
2013-01-01 Marco, Giacinti; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems
2009-01-01 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Blackouts in power transmission networks due to spatially localized load anomalies
2009-01-01 C., Dionisi; Mariani, Francesca; M. C., Recchioni; F., Zirilli
Calibration of a multiscale stochastic volatility model using as data European option prices
2008-01-01 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems
2013-01-01 Lorella, Fatone; Mariani, Francesca; Maria Cristina, Recchioni; Francesco, Zirilli
Corrosion detection in conducting boundaries
2004-01-01 Inglese, G.; Mariani, Francesca
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization
2007-01-01 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
2010-01-01 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
2009-01-01 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon
2012-01-01 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
2008-01-01 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
2007-01-01 Fatone, L.; Mariani, Francesca; Recchioni, M. C.; Zirilli, F.
Normal and lognormal SABR and multi-scale SABR Models: Option Pricing and Calibration
2012-01-01 L., Fatone; Mariani, Francesca; M. C., Recchioni; F., Zirilli