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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
7,996
Downloads
12,959
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
5,245
Downloads
9,127
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
6,651
Downloads
11,442
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
3,603
Downloads
6,078
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
7,130
Downloads
10,442
Views
Citations
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
5,105
Downloads
6,984
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
4,502
Downloads
5,843
Views
Citations
Semilinear Venttsel’ Problems in Fractal Domains
(Articles)
Maria Rosaria Lancia
,
Paola Vernole
Applied Mathematics
Vol.5 No.12
,June 26, 2014
DOI:
10.4236/am.2014.512175
3,268
Downloads
4,461
Views
Citations
This article belongs to the Special Issue on
Fractal Theory and Applications
A Comparison between Abraham and Minkowski Momenta
(Articles)
Massimo Testa
Journal of Modern Physics
Vol.7 No.3
,February 26, 2016
DOI:
10.4236/jmp.2016.73032
2,888
Downloads
3,699
Views
Citations
Strongly Balanced 4-Kite Designs Nested into OQ-Systems
(Articles)
Mario Gionfriddo
,
Lorenzo Milazzo
,
Rosaria Rota
Applied Mathematics
Vol.4 No.4
,April 30, 2013
DOI:
10.4236/am.2013.44097
4,397
Downloads
6,488
Views
Citations
Early Surgery in Femoral Neck Fractures in Elderly: Does Preoperative ASA Score Matter?
(Articles)
Stefania De Sanctis
,
Raffaella Alonzo
,
Silvia Frontini
,
Ilaria Nicolosi
,
Fabio Belvederi
,
Edoardo Monaco
,
Attilio Speranza
,
Carmelo D’Arrigo
International Journal of Clinical Medicine
Vol.7 No.12
,December 27, 2016
DOI:
10.4236/ijcm.2016.712090
1,234
Downloads
2,160
Views
Citations
This article belongs to the Special Issue on
Traumatology
Electrorotation: A Spectroscopic Imaging Approach to Study the Alterations of the Cytoplasmic Membrane
(Articles)
Adalberto Bonincontro
,
Gianfranco Risuleo
Advances in Molecular Imaging
Vol.5 No.1
,January 7, 2015
DOI:
10.4236/ami.2015.51001
3,062
Downloads
4,217
Views
Citations
Synthesis and Photophysical Properties of 9,10-Disubstituted Anthracenes
(Articles)
Roberto Pizzoferrato
,
Pietro Tagliatesta
,
Carlo Schillaci
,
Paolo Prosposito
,
Roberta De Angelis
Materials Sciences and Applications
Vol.6 No.11
,November 17, 2015
DOI:
10.4236/msa.2015.611095
3,569
Downloads
4,536
Views
Citations
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
5,682
Downloads
10,222
Views
Citations
Review of the Book “Advanced Cognitive Radio Network”
(Articles)
Francesco Zirilli
Int'l J. of Communications, Network and System Sciences
Vol.5 No.4
,April 19, 2012
DOI:
10.4236/ijcns.2012.54025
5,008
Downloads
7,748
Views
Citations
Personality and College Major Choice: Which Come First?
(Articles)
Michela Balsamo
,
Marco Lauriola
,
Aristide Saggino
Psychology
Vol.3 No.5
,May 23, 2012
DOI:
10.4236/psych.2012.35056
10,178
Downloads
18,910
Views
Citations
Correlation between Iron Reducibility in Natural and Iron-Modified Clays and Its Adsorptive Capability for Arsenic Removal
(Articles)
Irma Lia Botto
,
Simonetta Tuti
,
María Jose Gonzalez
,
Delia Gazzoli
Advances in Materials Physics and Chemistry
Vol.6 No.5
,May 30, 2016
DOI:
10.4236/ampc.2016.65014
2,743
Downloads
3,856
Views
Citations
An Analysis of the Global and Partial Voice Handicap Index in Patients with Early Glottic Carcinoma Treated with High Level of Irradiation
(Articles)
Daniela Musio
,
Francesca De Felice
,
Cristina Bigelli
,
Nadia Bulzonetti
,
Roberta Guarnaccia
,
Mario Tombolini
,
Giovanni Ruoppolo
,
Marco de Vincentiis
,
Vincenzo Tombolini
Journal of Cancer Therapy
Vol.5 No.1
,January 6, 2014
DOI:
10.4236/jct.2014.51003
3,663
Downloads
5,068
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
4,127
Downloads
6,249
Views
Citations
Supercritical Equilibrium Data of the Systems Carbon Dioxide—Linalool and Carbon Dioxide—Orange Essential Oil
(Articles)
Claudio Capparucci
,
Sara Frattari
,
Fausto Gironi
American Journal of Analytical Chemistry
Vol.4 No.12
,December 16, 2013
DOI:
10.4236/ajac.2013.412093
3,396
Downloads
5,125
Views
Citations
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