Francesco Zirilli - Articles - Scientific Research Publishing

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 4,815 Downloads 7,346 Views Citations
Wavelet Bases Made of Piecewise Polynomial Functions: Theory and Applications (Articles)

Lorella Fatone, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.2 No.2，February 25, 2011

DOI: 10.4236/am.2011.22022 6,093 Downloads 10,852 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 5,083 Downloads 8,771 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,416 Downloads 11,891 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 5,942 Downloads 10,820 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 3,995 Downloads 5,941 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 8,058 Downloads 12,177 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 3,381 Downloads 5,659 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 6,257 Downloads 9,417 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 4,561 Downloads 6,200 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 4,160 Downloads 5,248 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 6,724 Downloads 10,733 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 5,426 Downloads 9,825 Views Citations
Is a Divergent Central Serotonergic Activity Responsible for Either Despair or Learning Behavior in Intact Wistar or Sprague-Dawley CD Rats, Respectively? A Concomitant Behavioral and Electrochemical Analysis (Articles)

Francesco Crespi

Psychology Vol.1 No.3，August 24, 2010

DOI: 10.4236/psych.2010.13028 6,301 Downloads 11,935 Views Citations
N-methyl-D-aspartate (NMDA) mediates vascular relaxation via nitric oxide (NO) in rats but not in mice (Articles)

Francesco Crespi

Advances in Bioscience and Biotechnology Vol.1 No.4，October 27, 2010

DOI: 10.4236/abb.2010.14045 5,501 Downloads 9,389 Views Citations
Theoretical modeling of airways pressure waveform for dual-controlled ventilation with physiological pattern and linear respiratory mechanics (Articles)

Francesco Montecchia

Journal of Biomedical Science and Engineering Vol.4 No.4，April 22, 2011

DOI: 10.4236/jbise.2011.44042 5,753 Downloads 10,092 Views Citations
Environmental Distribution of the Radon in a Heavily Populated Area: Preliminary Hazard Evaluation and Inference on Risk Factors in Pescara, Central Italy (Articles)

Francesco Stoppa

Journal of Environmental Protection Vol.2 No.8，October 18, 2011

DOI: 10.4236/jep.2011.28130 5,517 Downloads 8,598 Views Citations
Existence of Competitive Equilibria without Standard Boundary Behavior (Articles)

Francesco Ruscitti

Applied Mathematics Vol.2 No.11，November 30, 2011

DOI: 10.4236/am.2011.211198 5,305 Downloads 8,536 Views Citations
Harmonic excitation of linear respiratory mechanics for physiological dual controlled ventilation (Articles)

Francesco Montecchia

Journal of Biomedical Science and Engineering Vol.5 No.11，November 27, 2012

DOI: 10.4236/jbise.2012.511085 4,365 Downloads 5,937 Views Citations
Analysis of Inhomogeneities in Hydrogen Storage Alloys: A Comparison of Different Methods (Articles)

Francesco Massimino

Crystal Structure Theory and Applications Vol.1 No.3，December 31, 2012

DOI: 10.4236/csta.2012.13019 3,804 Downloads 5,857 Views Citations

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