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ISSN
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The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,064
Downloads
7,370
Views
Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.3 No.6
,October 16, 2013
DOI:
10.4236/ojapps.2013.36045
3,577
Downloads
6,203
Views
Citations
Effect of Italian Sour Cherry (
Prunus cerasus
L.) on the Formation of Advanced Glycation End Products and Lipid Peroxidation
(Articles)
Gianna Ferretti
,
Davide Neri
,
Tiziana Bacchetti
Food and Nutrition Sciences
Vol.5 No.16
,August 27, 2014
DOI:
10.4236/fns.2014.516170
4,287
Downloads
5,753
Views
Citations
This article belongs to the Special Issue on
Nutritional Value of Foods
Apple as a Source of Dietary Phytonutrients: Bioavailability and Evidence of Protective Effects against Human Cardiovascular Disease
(Articles)
Gianna Ferretti
,
Imma Turco
,
Tiziana Bacchetti
Food and Nutrition Sciences
Vol.5 No.13
,July 11, 2014
DOI:
10.4236/fns.2014.513134
6,018
Downloads
9,799
Views
Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives
(Articles)
Ludovic Goudenège
,
Andrea Molent
,
Xiao Wei
,
Antonino Zanette
Theoretical Economics Letters
Vol.8 No.3
,February 9, 2018
DOI:
10.4236/tel.2018.83020
718
Downloads
1,638
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
Different typologies of workplace conflict and their connections with post traumatic embitterment disorder (PTED)
(Articles)
Harald Ege
Health
Vol.2 No.3
,March 24, 2010
DOI:
10.4236/health.2010.23033
6,457
Downloads
12,494
Views
Citations
HIV Infection in Pregnancy and the Risk of Gestational Hypertension and Preeclampsia
(Articles)
Beatrice Landi
,
Valeria Bezzeccheri
,
Brunella Guerra
,
Mariangela Piemontese
,
Francesca Cervi
,
Lucia Cecchi
,
Eleonora Margarito
,
Stefano R. Giannubilo
,
Andrea Ciavattini
,
Andrea L. Tranquilli
World Journal of Cardiovascular Diseases
Vol.4 No.5
,May 20, 2014
DOI:
10.4236/wjcd.2014.45034
4,029
Downloads
6,434
Views
Citations
This article belongs to the Special Issue on
Hypertension Research
Homogeneous and Heterogeneous Traffic of Data Packets on Complex Networks: The Traffic Congestion Phenomenon
(Articles)
Alfonso Farina
,
Antonio Graziano
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Communications and Network
Vol.4 No.2
,May 18, 2012
DOI:
10.4236/cn.2012.42021
5,641
Downloads
10,342
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,601
Downloads
12,259
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,032
Downloads
11,237
Views
Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.5 No.19
,November 10, 2014
DOI:
10.4236/am.2014.519294
4,477
Downloads
6,024
Views
Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.6 No.2
,February 13, 2015
DOI:
10.4236/am.2015.62036
7,937
Downloads
13,918
Views
Citations
Investment Incentives under Price-Cap Regulation
(Articles)
David Bartolini
Theoretical Economics Letters
Vol.2 No.5
,December 28, 2012
DOI:
10.4236/tel.2012.25105
6,623
Downloads
8,750
Views
Citations
Local Excision of Early Rectal Cancer by Transanal Endoscopic Microsurgery (TEM): The 23-Year Experience of a Single Centre
(Articles)
Mario Guerrieri
,
Monica Ortenzi
,
Maria Michela Cappelletti Trombettoni
,
Indrit Kubolli
,
Roberto Ghiselli
Journal of Cancer Therapy
Vol.6 No.11
,October 23, 2015
DOI:
10.4236/jct.2015.611108
2,332
Downloads
4,085
Views
Citations
A Video Game Based on Elementary Differential Equations
(Articles)
Marco Giacinti
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Intelligent Control and Automation
Vol.4 No.3
,August 7, 2013
DOI:
10.4236/ica.2013.43030
9,341
Downloads
14,842
Views
Citations
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21001
5,232
Downloads
9,114
Views
Citations
Adaptive Match-Filtering: A Biomedical Application to Identify T-Wave Alternans
(Articles)
Laura Burattini
,
Giovanni Ottaviano
,
Francesco Di Nardo
,
Sandro Fioretti
Natural Science
Vol.6 No.10
,June 18, 2014
DOI:
10.4236/ns.2014.610071
3,382
Downloads
4,578
Views
Citations
A Video Game Based on Optimal Control and Elementary Statistics
(Articles)
Marco Giacinti
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Intelligent Information Management
Vol.5 No.4
,July 2, 2013
DOI:
10.4236/iim.2013.54011
4,116
Downloads
6,254
Views
Citations
Flux Pinning in Y- and Ag-Doped MgB
2
(Articles)
Jack Dyson
,
Daniele Rinaldi
,
Gianni Barucca
,
Gianni Albertini
,
Simone Sprio
,
Anna Tampieri
Advances in Materials Physics and Chemistry
Vol.5 No.10
,October 28, 2015
DOI:
10.4236/ampc.2015.510043
4,106
Downloads
5,009
Views
Citations
Homocysteine and oxidative stress in acute stroke
(Articles)
Laura Nanetti
,
Arianna Vignini
,
Francesca Raffaelli
,
Alessia Giulietti
,
Marco Bartolini
,
Cecilia Perozzi
,
Mauro Silvestrini
,
Leandro Provinciali
,
Laura Mazzanti
Advances in Bioscience and Biotechnology
Vol.4 No.11A
,November 15, 2013
DOI:
10.4236/abb.2013.411A2003
3,349
Downloads
5,825
Views
Citations
This article belongs to the Special Issue on
Oxidative Stress and Its Complications in Human Health
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