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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 5,961 Downloads 10,576 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 4,989 Downloads 8,597 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)
Journal of Mathematical Finance Vol.3 No.1，February 26, 2013
DOI: 10.4236/jmf.2013.31002 6,282 Downloads 11,575 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)
Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013
DOI: 10.4236/ijmnta.2013.21003 5,446 Downloads 9,836 Views Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)
Open Journal of Applied Sciences Vol.3 No.6，October 16, 2013
DOI: 10.4236/ojapps.2013.36045 3,204 Downloads 5,343 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)
Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014
DOI: 10.4236/ojapps.2014.42004 5,808 Downloads 8,413 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)
Journal of Applied Mathematics and Physics Vol.2 No.7，June 13, 2014
DOI: 10.4236/jamp.2014.27062 4,350 Downloads 5,737 Views Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control (Articles)
Applied Mathematics Vol.5 No.19，November 10, 2014
DOI: 10.4236/am.2014.519294 4,030 Downloads 4,935 Views Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)
Applied Mathematics Vol.6 No.2，February 13, 2015
DOI: 10.4236/am.2015.62036 5,958 Downloads 9,244 Views Citations
Estimation of the Degree of Saturation of Shallow Soils from Satellite Observations to Model Soil Slips Occurred in Emilia Romagna Region of Northern Italy (Articles)
Valentino Roberto, Montrasio Lorella, Chiara Quintavalla
International Journal of Geosciences Vol.1 No.2，August 24, 2010
DOI: 10.4236/ijg.2010.12008 4,780 Downloads 9,291 Views Citations